Oh I picked a hobby store, Jo Anne's in town here. The wax was a 9 lb slab that I just bought for longevity but the store did me a solid and I got the stuff for half off.
In the grand scheme of extracting heat from carbon based plant material in your woodstove a half a teaspoon (or less)of paraffin is rather insignificant relatively. The paraffin and wood shavings/sawdust are still both fuels. It's not like you're burning PCBs or polymers or nasty sh!t.
Yeah not that I am aware of anyways. I think the general consensus is that its safe if I burn hot and keep it that way for a bit. Reading outside sources of experiences seem ok but I can't speak for myself yet since I only burn outside at this point. Its all bound to reveal to me later, just experiences count for something.
I bought up all the old candles at the Good Will and Salvation Army stores, plus picked up canning wax at yard sales, and melted them in a double boiler.
Same thing but It started just getting expensive because not only was I buying the candle but the container it was in. So I just hunted for straight wax.
One good source can be at garage sales when women get tired of all the candles they have around. Pick them up pretty cheap.
Also look for canning stuff at garage sales, as where you find old canning stuff, you may find canning paraffin. However you spell it. My gal picked up 4 lbs from a relatives garage sale for 25 cents/lb. That's a score. I get around 30 firestarters per 1/4 lb
I made a fire starter disc with surplus wax and sawdust from the cabinet shop. Melted the wax on the wood stove added the sawdust and pressed it into the back side of a brake rotor using a hydraulic press. I needed a hacksaw to cut it into pieces. A hand full of cubed pieces would be perfect for a emergency kit.