Velocity XL RG-5 pilot reported the nose wheel shimmy resulted in nose wheel assembly failure and nose wheel lock up on landing.

Narrative

Before departing ZZZ I conducted the usual preflight; including a tension check on the bellvue nut under the nose wheel fork; intended to avoid nose wheel shimmy. All checked out so we departed. Shortly after landing runway XX at ZZZ1 I encountered a severe nose wheel shimmy while braking to decelerate. The shimmy was alleviated somewhat temporarily by reducing brake pressure; but I had to return to braking to stop within available runway; which caused the shimmy to return. It progressed from moderate to severe shimmy until eventually pulling the axle free from the fork on one side; after which the axle bent; jamming and locking the nose wheel in the fork which disabled us toward the end of the runway. There was no further apparent damage and no injuries to any of the four occupants; and airport ops helped tow us back to the hangar. They indicated no debris found along the runway.On further inspection in the hangar; the fork holding the wheel does not show any obvious cracking or permanent deformation; and the set screw remains firmly in place holding the axle in place on one side; but the other side of the steel axle appears to have pulled free from the threading in the aluminum fork; with some aluminum shavings from the fork apparent on the axle. It's not clear how this pulled free; but I believe it resulted from side-loading resulting from the severe shimmy which tore out the threads.We plan to replace all components below the strut with new parts; and install a shimmy dampener to provide enhanced resistance against shimmy. I'm curious if a through-bolt axle and cotter-pinned locking nut are also merited instead of threading directly into the fork; or possibly re-design of the fork out of steel instead of aluminum.