Lowering the boiling point of wax
Whenever you just mix two substances (dissolve in each other), you lower the melting point and raise the boiling point. That's a fundamental principle. If it was the other way round, the substances would not mix, or at least not mix well. 

(Azeotropes of compounds with very different polarity (water/ethanol) are the exeption confirming that rule, but the acchievable raise in Bp. won't be large. And I doubt you find one you can make a candle from.)

That sounds bad, but: Paraffin wax already is a mixture, so the desired effect might be reached by fractionating it, instead of adding sth. else. 

You might try to slowly crystallise a molten sample of paraffin wax, and pour off the residual liquid when the sample is about half solid. Now the residual solid should have a higher melting point than the original wax.

(Note: This is purely my educated guessing, no idea if the effect is large enough or if some secondary kinetic effect might completely preclude it.)