Beeswax is not vegan. The vegan lifestyle is not the same as that of vegetarians as vegans keep away from animal-derived products as well as animal-made products, meaning that they believe that animal-made products will not suit their lifestyle even if no animal is killed in the process of obtaining it. Beeswax is an animal made product. 
 
Bees produce beeswax to make comb that shelters their young ones. Collecting beeswax would mean that you are destroying the shelter of the bees and harming them, which is not acceptable in a vegan way of life.
 
Commercial bee farmers rely on practices like clipping off the wings of the queen bee to stop her from leaving the colony. When the farmer moves the queen bee to a new colony, they carry guard bees along with the queen. On reaching the new colony, the guard bees will get killed by the bees of that colony. Hence commercial bee farming indirectly leads to the death of many bees.