I think that by liquid paraffin you are referring to paraffin oil. The paraffin based oil is sometimes marketed as lamp oil. But there's another product called lamp oil, which is kerosene based.
It's quite hard to find the paraffin oil locally. But I'll order it online and experiment with mixing the oil with the paraffin.
I really want to make the chain waxing work in winter
A bit late, but hope it still helps - that's correct I meant the paraffin based oil, but it often gets confused with kerosene for the lamps. More specifically I thought you would have good chance in a pharmacy because it is also used to make creams. Not sure about Canada, but it is rather inexpensive. Easy to distinguish it from kerosene - based anything is that it has virtually no smell. You can also check out the wiki if you are into chemistry:
https://en.wikipedia.org/wiki/Liquid_paraffin_(drug)
I was going to mention Oz Cyclist videos, but just seen someone had done so already. Just note he had been experimenting with different mixing 2 years back and now.
He has since changed his mix and uses PTFE powder completely replacing the liquid paraffin. But then he never gets sub-zero temperature over there I guess.
I have not tried PTFE myself, but wax alone without liquid paraffin did not work for me in anything under 10 degrees Celsius.
And neither am I a fan of inhaling petrol fumes (or even kerosene although much better option), but once using the wax + paraffin the cleaning I usually do is water + degreaser and let the chain heat up in that before rinsing, drying and rewaxing. I actually use some basic nail wax heater from ebay and it's just fine, not leaving the chain in more than 10-15minutes, the sweet spot for pulling it out is around 52 Celsius. That way the wax does not freely flow out anymore and there is not that much excess on the link plates either to clean off.
A small note at the end - you may want to check the chain itself well. I once had waxed chain skipping only to discover hairline crack in one of the link plates and another time it was actually a quicklink which was not well lubricated causing it.