I've had pretty good luck with the gorilla lugs. Don't use an impact on them at all and it definitely helps. The second you break through the coating on any lug it'll start to rust.
Anything will rust even chrome if the coating is damaged. I've seen caps for lugs online but I've never tried them. I have gorilla black for first time on current truck. Last truck had 12 years with gorilla chrome and some light rust at the end.