I'm betting it was that low melting temp, rather smelly brown stuff that is most commonly used by artists, especially for bronze casting. If you got that stuff to machine at all with any bit, consider it quite an accomplishment!
You really need harder waxes that are either designed for CNC, or a medium to hard jewelers hand-carving wax. Usually it is purple, blue, or green (denoting hardness), and blue seems to work the best. Green is often chosen at it is the hardest, but it gets more brittle as well for little if any noticeable difference over blue. All of it burns out very cleanly.