For all those of you living in cold climates - I got a "Chilly Dog" coat (http://www.chillydogs.ca/) for Brodie a couple Christmases ago. It is a great design and super warm and has held up really well. A bit expensive but worth it. He also got a matching head muff which was supposed to keep his ears warm (this was when we were living in Ottawa and the -40C weather) but he hated having his ears covered.
If the wax doesn't work, try muttluks…my B wears them. It's funny at first for her, but she adjusts and takes her usual walks with them. Keep us posted on how the wax works...very interesting!