Beeswax and carnauba wax are the most commonly used waxes in shoe polish, with paraffin wax being used less often. However, I believe Venetian shoe cream is composed of a liquid paraffin mixed with turpentine. All hydrocarbons from paraffin wax to mineral oil fall into the paraffin class.
Venetian Shoe Cream-1

Kiwi lists carnauba wax as the wax ingredient in their standard paste polish.

Other wax options, not as frequently used in shoe polish, are Japan wax and Candelilla wax.

Each wax has a different degree of hardness, which is somewhat reflected in its melting point.

Waxes in order of hardness:

Carnauba Wax: Melting Point (183F), source (leaves of the palm plant Copernicia prunifera grown in Brazil).

Candelilla Wax: Melting Point (155F), source (candelilla shrub found in Southwest U.S. and Northern Mexico).

Beeswax: Melting Point (145F), source (honey bees).

Paraffin Wax: Melting Point (140F), source (petroleum distillate – paraffin class hydrocarbon).

Japan Wax: Melting Point (124F), source (fruit of the Rhus Succedanea tree grown in Japan).

Some polishes use a combination of waxes.