Does that wax stay in the cavity for the flight to the target/berm or does it fall out after the slug leaves the barrel?
That would be easier and neater than hot melt glue! And for the Lyman slugs the cavity is so conical that glue isn't likely to stay in anyway.
I've had hot melt glue tail wads/skirts come out of Lee Drive Key slugs and HB slugs with quite deep and near straight sided cavities. A screw run into the cavity but with the head and a few thread left proud gives the glue tail wad something to hang on to.
Longbow