Candelilla wax is a great vegan substitute for bees wax.
 
Candelilla wax (Euphorbia Cerifera) is a wax derived from the leaves of the small Candelilla shrub native to northern Mexico and the southwestern United States.
 
It is yellowish-brown, hard, brittle, aromatic, and opaque to translucent.
 
Suitable for use in lotion bars, creams, lip balms, this wax tends to be a lot harder than bees wax so you would have to adjust the amount you use in your recipe.
 
MSDS
CoA