what thickener has the most waxy consistency?
If you’re looking into hydrocolloids, the best you can get will be a iota (0.45%) and kappa (0.35%) gel, which is used to coat food with a firm gel. 

I think you’re thinking into the right direction in getting a real waxy texture will go through exploring lipids and lipcolloids (I don’t really know if there are food applications though).