(((rainbowz)))) if you use it as a self harming, coping mechanism, then it would be that.

If you do get the wax so hot that it does burn, that wouldn't be good. IMO it's a risky issue. You know, even when you get waxed at a salon, by professionals and regulated heating elements and sterile wax...you still have to sign a waiver.

If you can use it, or ice to cope rather than cutting, imo that would be a good first step. However, wax and ice can both damage your skin and the nerves under it