The wax needs to be able to dry hard. Bees wax will stay soft if you add anything to it.
I have used Kiwi shoe polish to coat the bullets with some success though and it dries hard.
I think you will be disappointed with Moly coating after a while. Yes, it will give you a lot more bullets down the bore between cleanings but the bore has to be cured by shooting a dozen or so bullets before it settles down for competitive purposes. It is also a bugger to clean up properly. Way to much downside and not enough up side.