[Bob Kuczynski]

ive waxed for decades and found toilet paper to be as good if not better. issue: wax dries. if you shoot shells with wax in a semi auto, the feeding stress can cause the wax to pop out.
if you shoot a lot, the wax melts inside the bore.
if you reload, the old wax on the crimp gets jammed up in the deprimer and resizer die.
though ive never had a safety issue with wax, those that do it should be aware of these additional things. I hope it helps.