About to take delivery of a new vehicle.
Are there any undercoating / rust prevention treatments that work?
Line-X or something?

Best rust prevention is whats applied at the factory. Undercoating can and usually does plug the factory drain holes in rockers. Some vehicles are just prone to rust due to piss poor design, ie gm ext cabs rockers because of them not making the drains large enough and they get clogged quick.

Undersoating went the way of the DoDo bird about 30 years ago.  Don't mess with it or worry about it, just enjoy your new vehicle.

Motor oil then a trip down a gravel road.

best rust prevention is to wash off your vehicle after every salting. dry salt is ok, but the wet shit that gets everywhere is what kills vehicles.
if you want your shit to last this is the only thing that will help

I use drain oil and pump into the doors, fenders rockers and over the wheel wells. Under body gets a mix of Rust Free and about 15 % oil. This dilutes the Rust Free so I can spray it through my undercoating gun. This gets done spring and fall.

The reason your rockers are rusting out is the galvanize gets burned off the metal during welding in the manufacture process. Nobody has enough brains to undercoat these hard to get to salt traps so they rust. Plus all the rock chips. Those darn mudflaps are "SO" expensive.

Your just fooling yourself if you think your new ride will last without undercoating. Look at all the nice rusted junk driving around. The metal is getting thinner to save manufacture cost and weight. Now the best part is filling the body cavities with foam to make the cars quiet. Just another moisture/salt trap and now you can't undercoat the areas. Makes me want to run right out and drop 30-50 grand on a new ride.

Linseed oil seals metal very well.

some dealers still offer it. They will also spray inside the doors and rockers with rust proofing.

I was lucky enough to have a buddy who does it for a living, it was free, and worth every penny.

When you have your vehicle washed, make sure take it to a car wash that uses FRESH water. I hear some car washes filter out the dirt, and reuse that water. That filtered water still contains all the salt from the previous cars. The filters can remove the dirt, but NONE of the salt!