What protects the maker
Updated
Two hazards, one of them obvious and one of them cumulative.
Hot wax is the hazard
Molten wax is well above the temperature of boiling water and it does not run off skin. It holds its heat against you.
That makes a splash a more serious burn than the same volume of hot water, and it is the injury this craft actually produces.
The risk moments are lifting a full pot and pouring from it, both made worse by a cluttered bench and a long route.
What to wear
Long sleeves, closed shoes, an apron. Not shorts, whatever the room temperature.
A heat-resistant glove on the lifting hand.
Eye protection when pouring at volume.
And clear the route before the pot is full.
Fragrance at neat strength
The cumulative one. A workshop full of fragrance vapor for hours a day is a different exposure from a burning candle in a room.
Ventilate properly. Cap bottles between uses rather than leaving them open on the bench. Handle neat oil with gloves, because some materials are irritants at full strength.
And read the safety data sheet, which is where the actual hazard information for that specific oil lives.
Fire
An extinguisher suitable for flammable liquids, within reach.
Never water on a wax fire: it flashes the wax and spreads it.
A lid or a fire blanket to smother a pot.
And never leave a burn test unattended, which is both the safety rule and the reason testing takes so long.