I think I'd be wary of the wax, as that kind of heat sounds not dissimilar to a hot water contrast bath...and really, our skin isn't meant to be at that temperature for any length of time even if we're non-CRPS. If it helps you, then fine, but if it starts hurting or you notice any worsening of your symptoms in that hand then I'd stop immediately, or at least reduce the temperature a lot.
To warm up the cold, clammy, bluey areas of my skin

I soak a flannel in hot water, then wring it out and use it to rub over my limb with a firm pressure. It's a sort of combination of desensitization, massage and heat, and gets the blood moving and skin woken up without subjecting my skin tissues to too much heat. I find it stops my knee going hot and fiery when I get into bed (it's part of my night time regime lol).
Bram.