So, just got back in from attempting to drill the locking wheel nut. I was at it for an hour and it barely even left a dent! What are these things made of? I've never come across anything like it.

I have just been having a look on the internet when i came across this locking wheel nut removal specialist. He claims he can remove any locking wheel nut in a matter of minutes! Think i'm going to have to drive down there and see if he can take them off.
I'll report back when i get back in and let you guys know how it went!
Thanks for all the replies so far!