Since the others were loose, I'd say you have a fit problem or they loosened up.
Pull the wheel and check the depth of the lug nut from the back. It must not extend to the inner edge of the wheel or it will not tighten. There should be a bit of clearance. Also clean and check the studs. Many have shoulders at the base. The lug nuts must not reach this point and bottom out on the stud shoulder or again it will not fully tighten the wheel!
After all is checked and any problems fixed, install and torque the wheels. Drive a bit to get everything seated and warm. Recheck torque. Do it again (cold, warm, check) a couple times to see if they loosen up.