The security on all Range Rovers was updated back in 2016 and as far as I am aware this stopped all the thefts due to key cloning. There is now no known issues of key cloning with JLR products so the Velar should be safe on that front.
The 22' wheels will come with locking wheel nuts as standard but you could also buy a paid of Mcgard Ultra nuts. If you give them a call they are pretty good with telling you which ones you need but I guess as the Velar is knew they probably won't have an answer for you at the moment!
I bought some for my RRS and I took them off before selling so hope to use the same ones on the Velar too.