Hello,
I had similar questions that I asked at my orientation mornign. As explained to me by my delivery specialist:
All the lamps are LEDs and hence unlikely to fail. AFAIK spare bulbs are only a legal requirement for external incandescent lamps.
Locking wheel nuts are a cost-option that can be ordered at a service centre. Speak to your delivery specialist to have them fitted before delivery.
EU-standard warning triangle, hi-vis jacket, first aid kit are included (in the frunk, IIRC).
As of April, S and X come with the Tesla Mobile Connector with a 13A UK mains adaptor and your choice of a 32A single phase blue "commando" plug or a 16A three phase red commando (specify before delivery with your delivery specialist). You can order additional adaptors (for example a european "Schuko" and the three phase commando in addition to the single-phase and domestic 13A) to be supplied at delivery for additional cost.
Also as of April, S and X come with a Mennekes type-2 to type-2 3-phase, 32A cable for use with public charging stations.
If you do lots of rural driving, I'd suggest the CHAdeMO adaptor also as you can then use non-Tesla fast DC chargers such as Ecotricity's Electric Highway network. It's an expensive option (~£350 I think) but could be worth it if your usage pattern keeps you away from superchargers and destination chargers but is within range of third party fast charging.
Hope that helps