TLDR: No security solution is perfect but mixing types can slow a thief, preventing a theft in the time available to them. This includes security skewers.
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1) Security devices are easier, faster, and cheaper to defeat than develop.
2) Both Rohloff hub gear and SON dynohub axles incorporate central pressure-equalization/vent holes in the axles; grease can clog these, so you should not grease q/r skewers used with these hubs. The locking mechanism can be greased or oiled as needed because it is outside the hub.
3) All locking skewers I know of are compatible with the Rohloff hub if they directly replace a quick-release skewer. Pitlocks are a popular option among Forum members.
4) All the locking skewers I know of can be defeated, sometimes very quickly and easily. While all can ultimately be defeated, they can also slow down or inconvenience a thief long enough to thwart a more immediate theft. Mixing security methods forces a thief to be more prepared and some that are less prepared may pass by a bike instead of stealing it. Parking a bike for long periods in the same place and according to a schedule (commuters at work parking or overnight in the outside racks of an apartment complex) makes you predictable and allows a thief to scope out your bike and prepare to steal it more readily.
I live in an area where there is a lot of bike theft driven by drugs and made worse by underfunded and understaffed police departments who have made clear they will no longer register bikes or investigate property crimes regardless of value and will not even respond or make a report for insurance purposes (victims must do so themselves). The most common form of theft where I live now involves cutting the frame in two using a portable angle grinder and cutoff wheel or even just a hand hacksaw. The two halves of the bike are then moved to a "chop shop" (or over the riverbank) where the components are removed at leisure and sold on eBay and Craigslist while the broken frame is discarded. The frame has a serial number but parts do not, can be turned quickly without being identified, and a thief has no sentimental attachment to your bicycle to inhibit their actions.
It is good to ask oneself where you need security, what you want to protect, and at what cost in weight, convenience, and money.
My own strategy at home is to store my bikes out of sight in an attached, secure garage with a number of security features of its own. Inside, each bike is locked to itself and to others by a variety of means and each is fitted with an alarm programmed to a common remote. All this to combat garage-clearing thefts that are on the rise here.
For day rides and touring, most of my bikes are fitted with frame-mounted ring-locks and choice of optional plug-in 10mm cable or 6mm or 8mm link chains as well as a remotely armed alarm. The ring-locks secure the rear wheels (and front wheel and frame to a post if the plug-ins are used) and are most often used alone if I am off the bike but standing next to it, as grab-and-go thefts are common. A seemingly innocent walker, passerby or sightseer can suddenly turn into an opportunistic bike thief and make a grab after pushing the owner to the ground (two attempts of this type on my Nomad and another where someone tried to grab it and ride off while I was dining next to it at a park picnic tablewere thwarted by my locked ring-lock). The key in my area is to not leave the bike for long and to always lock it whenever you do leave it.
That said, someone could still cut all the spokes to remove the Rohloff hub because I don't use wheel locks; it has happened to some Dutch friends of mine who live in Rotterdam.
When touring in populated areas I take pains to avoid leaving the bike alone, preferring instead to lock it at, say, a busy petrol station after asking an attendant to keep an eye on it -- and buying them a coffee and pastry from the onsite store for their trouble. In lodging, a concierge can best advise on secure parking and I've sometimes had my bike secured in the kitchen where there was always someone to monitor it, in a staff lounge and a staff locker room. I take my bike into public restrooms -- in a stall if possible -- and lock it and set the alarm.
Perhaps these are some ideas you will wish to ponder besides wheel locks.
Best,
Dan.