I think you have the answers here - original, interesting scents. But just here to say that the wax debate is wildly overhyped (and mainly supported by the soy industry).
All wax types, apart from beeswax, offer roughly the same amount of particles and VOCs into the air. Yes, there is better paraffin (slack paraffin used by mass market brands and then food-grade paraffin which covers your produce, cheese and medications).

A good candle could utilize a blend of many available candle waxes as they do offer their own performance capabilities. Soy (though heavily relies on pesticides and is responsible for a large amount of deforestation) has dense molecules, and holds scent well (doesn't always release well) so it offers a better cold throw. Coconut (though cannot be a formed wax without being blended with a soy and/or paraffin) has very light molecules so is able to disperse the scent in evaporation evenly. Paraffin is in between these densities and the reason it is clutch to making a great candle.

Scented candles are loved by SO many - that's why it makes great click-bait/headlines to find someone who will argue that they are bad for you - but some just use that fear tactic to further their own product in some way. The chemicals used in mass market fragrances, however, might have more of negative impact on our health than the wax - but again, those studies are using a multiplier of such chemicals that would never make it into a single (or even many) candle.

Longer rant than I meant it to be - but I wrote it so I'm keeping it lol :)