I got some EBAY volvo 6 spoke 15" rims when my BASE steel wheeled cheapo 850 was 8 year old. Now I just got nervous about galvanic action. I see they make different lugs for alloy wheels but maybe they are just chrome to look better, not to avoid galvanic reactions. So i hope I haven't done bad, new lugs are $7 each from volvo, I might buy one to see how different it is. My existing bolts do have rusty heads. It's not a condition #1 car. I have started putting a pinch of anti-seize on the bolt cups. I usually put steelies on for the winter.

The steel wheel bolts work just fine. The alloy wheel bolts have a longer head and are chromed to look nicer. Of course, after multiple years of wheel rotation, the nice shiny bolts get scratches and rust anyway.

You are correct about greasing the lug hole with anti-seize.

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Keeping it running is better than buying new

I owned three 850s and we had steel snow tire wheels for all three. (If you live near Chelmsford MA, I have a dozen 850 wheels to get rid of) I only ever had trouble with a set that I painted and left paint in the wheel cones.

If you do decide to get new bolts, see if you can use the two piece bolts from newer cars.

The two piece acts like a washer and they are easier to remove even after proper torquing.

Take a careful look at your wheels, I think that my Volvo alloy wheels had steel inserts at the lug holes