Wheel nuts - alloy wheels. (Update)

Sounds like you have short studs which use a countersink in the wheel and a nut with a short sleeve on it, also known as a retro fit as you can fit them on hubs that previously had steel wheels on.
So therefore the sleeve on the nut wont go through the hole in the trim.
Two options. One - Wang the nut up with a big air gun and force it through the hole, which is the option most tyre fitters use.
Second option, which is the one I use - use a cone cutter to increase the diameter of the hole in the trim so it will allow the nut sleeve to pass through. If done carefully you won’t damage the trim bracket.

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