That may be a general big-tobacco vape pen problem. I had the same issue with a Vype pen. I had to go to an emergency service because I couldn't take deep breaths after using it for a couple of weeks. Before that I smoked cigarettes for 7 years(1-1.5 packs a day) and vaped (dual battery, large mods) for 3. Once I started using Juul type of vape devices for 2-3 weeks, that messed me up I don't know why. My theory is that these devices don't have air holes like normal vape devices have. So trying to suck air/vapor without any air holes may make your lungs go kaputt. They are convenient tho I will give them that.

You may have been a bit paranoid, wax isn't actually wax it's just pressed weed so you remove plant matter. When you smoke it through water it you're inhaling a healthier product because you're not incinerating leaves and stems, and typically you're doing it at a more controlled and lower temperature.

This was wax/shatter inside a vape pen. I'm sure it was the correct use. Whether or not that is actual wax, it definitely left some kind of residue that I could detect just by breathing.