I doubt their is a supplier for such a thing.
In all my years, I’ve only heard of wool felt being sold as is, never waxed.
As Lmo mentions, wool has natural oils in it (lanolin) which act similar to wax, in the sense that it adds natural water resistance (not 100% waterproof).
I’d suggest that if you really want waxed wool felt, you should pick up some Otter Wax and DIY. I think it would turn out pretty cool actually.
Please post photos of your process and results!