1. Based a very recent conversation I had with Lucid, they really don't want you to run aftermarket wheels on their vehicles, especially when it comes to warranty related issues. Personally I have a huge problem with that and that may be a deal breaker for me. Sure, there is the Magnuson-Moss Warranty Act. But if they deny your warranty, you have to sue them first in order to get restitution.
2. If you are upgrading from (Front: 245/40R20, Rear: 265/40R20 rear) to (Front: 245/35R21, Rear: 265/35R21), The overall diameters and front rear differences are nearly identical to each other, thus no calibration shall be required. See attached.
3. Range is not just about the size of the wheels, but also the tires. Sticky summer performance tires will likely yield less range than all-seasons. Which is why the tires for the Sapphire is supposedly specially formulated to have some high efficient low rolling resistance compound mixed with some Cup 2 compounds.
Personally, I like to have at least 100mm of sidewall for ride comfort. So, I personally would sticking with the 20".