The wax came off very easily (looked like very little wax for the size of the donut), and I found a possible culprit... there was a break in the HV winding about 1/2" from the anode lead. A bit discolored too; looks like that's where it might have been arcing.
There was also a fair amount of bubbling when the wax was melting. The other part of my problem may have been moisture ingress into the coil/wax. With the amount/time of heat given to get most wax off, it should be all dried out now.
Repaired the break, was a little tedious but not too bad. I never thought I'd be soldering something where the surface tension of the solder was going to be a problem
I've also given it a first coat of corona dope, will give it another tomorrow, and we'll see how it looks.
Things are promising!