I don't know of any wax paper anything quite honestly.. I don't know if anybody even makes such a thing these days.. However from inductors I have used, I have gone really stupid once and used the 10 gauge like 10 lb inductors from northcreek custom made, very expensive.. Good no doubt but found in the end probably unnecessary.. Again a Good Series thick gauge like the 12 gauge on your woofers will be plenty to give you full response without power compression from any amp.. I have driven them with 8 watts and had monster subwoofer bass out of drivers driven with 12 gauge copper ribbons.. Very efficient, and yes the effect you are kinda looking for with Clearing up the bass, and having more "Efficient" or more "Effortless" sound will be apparent with the Alpha cores for sure on your woofers.. I believe spending something like 150 or more on inductors will just be again another point of diminishing returns.. Although I have no idea what size inductors are feeding your woofers, if they are anything at about 2.5 mH or under you should be able to get a pair somewhere into the 100 or 130 a pair range from alpha core..
And yes your tweeters etc are in parallel not series which is why you will find little to no difference in most cases, go with a nice 16 or 14 gauge if you really want to get thick magnet wire inductor, air core.. Whoever you can find is fine.. I would not spend much more than 30 to 50 bucks a pair of inductors in that case. But for your woofers being with the series inductor directly feeding the power to the driver yep you want something good, you might be shocked at the extra balance you get to keep up with those mundorf circuits once you wake that woofer up and then you might find the midrange with the mundorf is not harsh or plastic at all once you put in an inductor on your woofer, it will blend and give you more low end with better results and you might save yourself from replacing the midrange circuit again, and just keep the duelunds on the Tweets Good Luck
And yes your tweeters etc are in parallel not series which is why you will find little to no difference in most cases, go with a nice 16 or 14 gauge if you really want to get thick magnet wire inductor, air core.. Whoever you can find is fine.. I would not spend much more than 30 to 50 bucks a pair of inductors in that case. But for your woofers being with the series inductor directly feeding the power to the driver yep you want something good, you might be shocked at the extra balance you get to keep up with those mundorf circuits once you wake that woofer up and then you might find the midrange with the mundorf is not harsh or plastic at all once you put in an inductor on your woofer, it will blend and give you more low end with better results and you might save yourself from replacing the midrange circuit again, and just keep the duelunds on the Tweets Good Luck