I used to run the Nevada market for XPEL - the PPF pricing is ridiculous. A full front end shouldn't be more than $2k, and even that is super high for some markets. Headlights are about $5 worth of film and take 5 minutes to install, so $250 per is ridiculous. The PPF on the interior is equally as inexpensive and easy/fast to install, $400 is a joke.
They also aren't going to do 4 layers of ceramic. That's ridiculous to even say, and XPEL doesn't recommend or require more than one layer. For $2k, if they are doing full paint prep on the whole truck, that isn't terrible. The entire vehicle needs to be polished perfectly, even if it's new, in order for the ceramic to look good.
Gloss black lug nut sets are like $30, and they have to install lug nuts when they put your wheels back on anyways. I'm not sure what "painting" wheels gloss black means, but don't paint them - hopefully they mean powder coat. You can get 4 wheels powder coated for under $1,000 just about anywhere in the country.
Long story short, this is about double of what it should be for everything except the ceramic if they are doing a full paint correction first. If they are just applying it with no correction, then it shouldn't be more than about $750, but it will look like crap.
You were spot on to tell them they are crazy.