Paraffin wax doesn't work. Beeswax kinda sorta works. If you can find it there's a wax which stays soft when cold and will coat evenly when warm, it is called "Vintner's Wax." Try a winemaker's or amateur brewer's supply to find it.
Gourd canteens are a dead loss in my opinion. Water stored in one will quickly take on the delightful flavor of fulminate of dog vomit.
While they can be delightfully festive decorations, as far as being useful articles, not so much.
Your mileage may vary.
Three Hawks