Tbh I think it will be a waste of time waxing them as they get far too hot for any wax, even wheel wax.
Depends where/how you drive your car?!?!?
Cam't see my calipers getting hot on every day use, I only use the brakes as lightly as possible in normal driving!
When your on track maybe, but not all of us spend our lives hooning around at brake neck speeds on track!