There are paints for the wax part, but they are not enough. I only use it because I found food coloring in my country. Some are really good. But some are affected by temperature, pH, sunlight (UV) and oxygen in the air. For example: Blue wax dye turned purple over time. So I use dyeing oil paint for wax.
I personally don’t think food coloring messes up the color of the wax, because I’ve tweaked plenty of my lamps using food coloring, and re-coloring the liquid, etc. The color you use for the master fluid may change how the color of the wax looks. I have a red lava purple fluid lamp. When on, the wax appears hot pink. When I took the purple fluids out and replaced with clear, the wax was a nice red color.
Each time i’ve used food coloring in any of my lamps, the wax color was not effected by the food coloring. However, an excessive amount of food coloring may slowly impact the color of the wax in the long term.
The color may change when indigo carmine is used for the blue color as a food dye.