Fortunately almost any bee you come across from hives are able to produce combs that make beeswax, so it's as easy as making a few apiaries, a few frames, and go hunting for some bees to fill them with, no funky breeding necessary.
Ironically, one of the best species to do that with is the desert-dwelling bees, due to their nocturnal status and the fact that it doesn't rain in the desert, letting them produce 24/7. At least until you find Eternal Day and No Weather symbols.