Annoyingly I considered linseed oil before the build but didn't buy any. Can either of these or anything else be applied to built wheels especially ones with lubed spoke threads?
That depends on the lube you used. If grease then probably not, if oil or chainlube etc, then probably :)
Always use linseed oil, the cheaper the better.
NDS spokes and vibration gets mentioned as a thing contributing to spokes unwinding and spoke prep or old school linseed oil as a solution