The plural version of “lone wolf”: is it “lone wolfs” or “lone wolves”?

There’s an argument to be made that it should “lone wolves”. After all “wolves” is the plural form of “wolf”. But “lone wolf” is a not singular entity. It’s not an entity at all. It’s actually a colloquial phrase that does not imply, by itself, that it’s singular (despite the word “lone” being a part of the phrase).

Let’s use it in a sentence:

“The best cops I know are lone wolves.”

versus:

“The best cops I know are lone wolfs.”

I think it should be “lone wolfs”, myself.

And yet I watched a movie last night called “Wolfs”, and it just felt wrong the whole time.