the red. (or yellow) wax covering gouda or edam cheeses: is this bees wax? color added?

No, it is usually paraffin. This is derived from petroleum but is not toxic, though it is indigestible and will just pass through your system (we had a dog years ago that devoured an entire Christmas gift food basket with several chunks of wax wrapped cheeses in various bright colors -- between the waxes and the cellophane labels and ribbons he had the most festive turds for days.)

It is pretty much the same wax as what you buy for melting onto the tops of jams and jelly jars when you can your own, except they have color dyes and some oils and fruit resins added so it is shiny and more pliant. It should be a decent medium for encaustic since it has a high melting point. Though if it has too much oily content it might not adhere well to your surfaces. Probably want to experiment with some test batches on various gesso primers.