My '19 T4R ORP had the steering wheel shakes since day 1. I had the dealer work on it and they ended up replacing 2 tires and road force balancing them. It was better but not perfect but I just lived with it. At 40k miles I took it to a local tire dealer and had them road force balance them. I don't know how they did it but they got it nearly perfect. I normally go to Discount Tires for tires but I will be taking it to them since they did such a good job.

So I'm in the camp that believes that the steering wheel shakes come from unbalanced and/or out of round tires.

If it's happening only when you brake then it's your brakes. New rotors plus Akebono ProAct pads has been a good combo for me that doesn't seem to "warp" as easily as OEM pads.