Nope, chain wax will not damage your chain. Any quality lube is fine, I prefer Bel Ray Super Clean because it seems to cling better than others I've tried, I hate scrubbing chain lube off my bike .
Whatever you use it's best,IMO, to lube the chain while its good and warm, then let it sit overnight. I believe the lube penetrates warm parts better,if it doesn't it still seems to stick better.

Outside a dog a book is a mans best friend, inside a dog it's to dark to read.