Your sentence looks like it's meant to express surprise, disbelief, and irritation. "Are you joking with me" doesn't work.
"Are you joking with me' and 'are you kidding me' are just slightly different ways to say the exact same thing. Either version
could work here.
You are losing the wallet and keys. This is my first lost it, it’s clear.
I don't understand what you're trying to say. Who lost the wallet and keys? Whose wallet and keys are they?
The fact that it's the first time whomever has lost the items isn't really important. The present continuous tense doesn't work for an event that has already passed.
Are you joking with me you are losing the wallet and keys?
You could say "Are you joking (with me)
about losing the wallet and keys?"
We still don't know whose wallet and keys are lost, but we know the other person is claiming to have lost them. The speaker is expressing disbelief. 'With me' is optional.