If it's a cardboard or phenolic form, you can put it in a 200 degree F oven until the wax melts and drips off. Then while it is still warm you can dissolve the rest with naptha. This will remove ALL the wax so after you repair the form you will need to re-coat the windings with molten beeswax.
Another possibility: instead of cleaning off the wax, just insert a rolled-up length of thin styrene plastic sheeting inside the form. It will tend to "unroll" and by doing so will lock the two sections together without adhesives. This of course assumes that your coil form is a hollow tube.
If you are bent on removing the wax, try a hair dryer - but you may wind up with a rat's nest.