Added in 1.7.8.4
GrfCL (console application) does not support compressing LZMA files, but it can read and extract them. The encryption may not work on all clients (no real tests have been made on renewal clients), so you have to test if it works first. It most likely will, but I'd rather give you a fair warning first.
If you're using a version above 1.7.4+, you can use both LZMA and the encryption feature, that's not a problem. To apply patches, you can use the Thor format and encrypt the files. RGZ doesn't support LZMA or encrypted files, for obvious reasons. I'm not sure how HaShield will handle encrypted patches, I doubt it will be an issue, but... that's something you'll have to try on your own! I'm not familiar with rgp files.