I will buy beeswax candles at the local LIq. World discount store, and the Sally Anne store.
We also have bee keepers here who will sell 10 kg of beeswax for a reasonable price.
I mix a black powder lube using Murphies oil, lanolin, and beeswax. I will buy linen from the local fabric store ( the ladies look at me when I pull the micrometer out of its case and measure thickness).
And I will soak the linen in the mix when it is molten. I have a cold weather mix - (more murhpies oil), a warm weather mix, (Less murphies oil), and a revolver mix (less wax, more lanolin, and more murphies oil that gets put into some old coglins mustard tubes. Works great to squirt a dab of lube over the ball on a cap and ball revolver.
I will carry my patches in a zip lock back in a shirt pocket so the lube stays pliable.
Lube in a muzzle loader serves several purposes. The first is to provide a stronger patch and a good bearing surface to keep the round ball set in the rifling. On a minine or real bullet the lube itself acts as a bearing surface.
A good lube will also "soften" black powder fouling - making it easier to wipe off .
A lube containing a soap component allows one to run a wet patch ( windex, or windshield washer fluid in winter) down the bore and take out more fouling quicker. This also helps when you get home and clean the gun.
Some black powders tend to foul less than others. Pyrodex leaves less fouling but the fouling it does leave is perchlorate based and is more corrosive. It also takes a little more care and energy in cleaning.
I have used the various black powder substitutes but prefer to use black powder. I miss the C.I.L and Curtis and Harvey black powders. And brands other than GOEX are difficult to find locally.