So sorry to hear about this...I've been a victim of this too, although it was good few years ago!
I hope your broker sorts out this shambles and gets you a non-fault claim as technically it wasn't yours. The locking nuts did not do their job!!!!
As for the wheels on fleabay, are they the same tyres your car came with? Even if they didn't, I'd inform the police right away. As if you were to contact the chap and they were stolen, the seller might get suspicious and end the auction. It could also be the case that the seller is genuine...either way no harm in trying.