Welcome to the world of towing trailers. The biggest tragic event when loosing a wheel assy is if it goes through another vehicle wind shield and kills/injures someone. I've lost a wheel assy at nite and never knew it.
Loosing a wheel from sheared lugs or lost lugs or busted centers happens especially for those that make a living 365 days a year. Trailer wheels are subjected to lot of side stress issues a truck wheel never encounters every day. In the eleven years I was on the road I saw lots of wheel issues on my trailers and other O/Os. Most lost wheel issues were with aluminum wheels, probably for various reasons.
Some time back the trailer industry had issues with wrong material or wrong heat treating process issues with hub studs. I don't remember if it was a brand specific issue.
You might give your axle mfg a shout out for any input if your trailers axles might have come with those faulty studs. It might be a wise idea to change the others if your sure those lugs weren't severally over torqued.