Gads that's sure scary!! I don't use hair waxes, so have no idea what might have gone wrong....maybe you were using too much of it? just guessing!!
As for the PM dry wax, I'd read the labels of both of them; if the ingredients in the 2nd one (the Dry Wax) appear to be a little different, then perhaps it's worth a try; if they are about the same, then I'd skip the whole type of product and use a plain old gel!! they are non-alcoholic now, and will not dry or leave flakes in your hair.......that's my opinion...I'm a retired makeup artist/hairdresser.
Have you taken into consideration your hair type? is is fine, thick, etc.? just curious...........