Do you have a GTS it's pretty common to say it's the rear bearing but I won't say it yet since the wheels are brand new.
I'm sure you've got them balanced, aligned, and bolted on the car properly correct? Knowing this then I'd the suspect the problem to be the "tires". First if it's not making a noise and you know for sure it just wobbles on merges and is not always wobbling in the rear but just swaying real quick on sudden merges (like you said it feels wobbly) this is why I'd suspect it to be your tires as well.
Reason why it's the tires is because when you say you switched lanes going fast and it wobbles it's pretty common that your tire tread is following the road direction. Example your speeding and their is a crack, crevice, a slightly higher elevated slab, in the highway and you switched lanes real quick at highspeeds you run over the crack, now your tire tread is just following the crack line. It can feel like that car is swaying, wobbly, or as if the wind just suddenly push your rear but it's pretty normal this happens with wider wheels and lower profile tires.
If it sways real hard check the tire inflation it may be over inflated and make sure your camber is correct. If it is only swaying or going a particular direction for example it always sways hard left you have an incorrect camber alignment and you may need a camber kit to fix the error. When the wheels in the rear start to butterfly then the tire tread will wear out inside causing you abnormal tire wear that's a definite sign of bad camber.
If it is making weird noises like a constant thumping, clicking, or whirling sound it could be your wheel bearing. You don't want that problem that's when your tires wobble. You can inspect it by jacking up the rear wherever you suspect it coming from. Such as the rear left then try spinning the tire real fast and see if it wobbles. If the wheel doesn't wobble your good but if it does wobble your bearings are shot. You can also try pulling on the wheel if the wheel seems like it's loose or not in place then you definitely have a bearing problem. I have the GTS rear system and went through the right rear with a slight clicking noise that later turned into a clunking whirling noise. It was so bad when I inspected it on a jack stand and pulled on the wheel it seemed like it was barely holding on and the only thing holding it in place was the rear calipers. That was a pain in the ass to fix. Anyway hope you have no noises at high speed and you car goes in a straight line.
You should be okay it's just the new tires breaking in happens to me all the time. Always rotate, balance, inflate, and inspect them normally so the life of the tires do wear out to fast.
I'll take a picture of my old rear to show you what a screwed up bearing looks like and can be very dangerous if not taken care of.