Yes, a lug that requires a "lug key" can be removed without one. If the lug is sticking out then try to use vice grips to turn it, if it is sunk in the wheel use a screwdriver and hammer to try and beat it in a conterclockwise direction
yes you need to get a impact socket that is close size to the lock but a tight fit, drive the socket on with a hammer till it had a strong bite then remove the lock. Its a little work but will get the locks off this way