  This paper studies Newtonian Sobolev-Lorentz spaces. We prove that these
spaces are Banach. We also study the global p,q-capacity and the p,q-modulus of
families of rectifiable curves. Under some additional assumptions (that is, the
space carries a doubling measure and a weak Poincare inequality) and some
restrictions on q, we show that the Lipschitz functions are dense in those
spaces. Moreover, in the same setting we show that the p,q-capacity is Choquet
provided that q is strictly greater than 1. We also provide a counterexample to
the density result of Lipschitz functions in the Euclidean setting when q is
infinite.
