Did you break and loosen all the links after waxing? Have you removed the jockey wheels and cleaned them? I do not see why his would happen unless a stiff link is getting jammed in the derailleur

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Strava

I've not had any such problem . How hot was your wax and did you wipe the hot chain down immediately up withdrawal from the pot?
What type of master link are you using and are you certain you have it properly reengaged?

Hugh

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Genetics load the gun, lifestyle pulls the trigger.

I'm going to straight up guess you installed both chains incorrectly, perhaps going around the outside of the guard on the derailleur cage? Regardless, I don't think this has anything to do with how you lubed your chain. (I wax most of my chains and I don't do anything special -- don't wipe them down etc.)

Just a guess... bushing jockey rollers, spray cleaner, and you didn't re-lube the rollers.

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Athlinks / Strava

Broke and loosen all links, did not yet remove and clean the jockey wheels.

Did not immediately wipe down. Let the wax run down the hanfing chain.

Shimano Link on one and KNC link on the other.
Yes, properly engaged although I did it wront the first try.

Had that the first time I reinstalled the chain. On the upper wheel outside the cage. Fixed that immediately, now its correctly installed.

That sounds closesd. Thought that I had re-lubed the brushing with wet lube. But then, the lube might not have gotten where I need it.

Any recommendations? Take it out, clean and relube, set in again?

You don‘t think that wax flakes might stuff and actually block the jockey wheel?

Thanks for all your answers!
Will take out the blocked jockey wheel, clean (if necessary) and re-lube and let you know if that worked and lasted.

Keep us updated. The reason I answered, is because I've done this. I didn't realize the top jockey on my Ultegra was a non sealed bushing. I cleaned the drive train with spray cleaner, lubed the chain, and could feel a noticeable drag. When I back pedaled, the chain sagged. I suspected the free-hub, and even removed and re-lubed it. It wasn't until I was reinstalling the wheel, that I noticed the jockey would barely spin by hand. I was amazed how stuff it got when dry. I lubed it (took it apart and used grease), problem solved. I have since then gone to Tacx sealed bearing jockey rollers, and they have worked much better, with zero maintenance.

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Athlinks / Strava

That’s what I was gonna say.... the noise you heard.... I’ve um had some experience 😂

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http://www.TriScottsdale.org

FIXED!

Gravel Bike:
That was were one of the jockey wheels didn't move at all when spping backwards (the sagging problem Dean described above).
As soon as I lightend the torque on the screw it moved again (note, never taken of the jockey wheel before and I don't think my LBS did).
Removed both jockey wheels, cleaned them and put them back in (note: they are not interchangable so keep track on which is which).
Non sealed brushing. As soon as I put torque on the lower wheel it got stuck again. Had an old cage lying around, removed the wheels there and put them on the gravel bike (fortunate that both were 10s).
Put torque on the screw and it still moved. So I think the jockey wheel was just damaged from a chain drop or whatever.

Road Bike:
Removed the jockey wheels, (sealed ceramic bearing) dirty on the intersection between cage and the wheel. Cleaned outside, cleaned inside (didn't re-lube though).
Installed them again, spinning fine!

Lessons learned:
Definitely another bike maintenance aspect that I know can do by myself and will have a closer look in the future.
Thanks everyone.