Torque Thrust lug nut issue

I wouldn't say I was an expert on this but I would be afraid of continuing with your rides until this is fully sorted out. As I understand it, Mopars use hub centric wheels and if your mags don't match your hubs' center rings, all the weight of your vehicle are on your studs instead of the hubs. Then if the mags have the uni-lug holes, you don't even have full hole contact with the studs. Wheel lugs should never be loaded like this. This would explain both the shake and the loosening.

Get yourself something that will engage the hub circles (different rims) until you can find some kind of adapter that will load the hubs.

(I see A/J beat me to this post while I was still typing. I agree with him too!)