Hey Vitali, I was going to welcome you to the forum but I see you have been a member since the beginning. So welcome to your first posting.
First, clean off the oil on the ends of the blades, either with mineral spirits, or sanding with 220 grit sand paper before you mount the blade. When you mount the blade, push down on the top blade clamp before you tightening the last clamp. This will take out any slack in the blade. Then set you tension. If you still don't have enough tension on the blade do this: Remove the tension, push down on the upper blade clamp. If there is a bow in the blade, release the upper blade clamp while pushing down. The bow will disappear, then tighten the clamp. this should give you the tension you need.
As far as wax, you can use Johnson's paste wax or any past wax that does not contain silicone as it can interfere with finishes.