I asked this on a cycling forum and sorry but it's sort of long winded. The experiment with the first chain I hot waxed went well and I haven't had any problems. So I thoroughly cleaned another one yesterday that was only a few rides old off the other bike. Then I waxed it this morning. Videos suggest anything from 20 minutes to an hour to allow the hot wax to seep into all the crevices and any air bubbles to disperse. I was dealing with other crises, so it got left in for 40 minutes in the wax (at 100 C because I'm using a double boiler saucepan thing)
Anyways, I fitted the chain which I always find is the most awkward and frustrating bike job because the ends always end up in the wrong place under pedals or they slip out of your hands and fling the joining links. With the chain fitted, I was only out the gate and 20 feet up the road when the chain broke and ended up on the road. Maybe this was due to stiff links because of the wax, and I should have spun the pedals first to work out the stiffness. It seemed one of the outer plates with two pins attached had pulled out of the matching outer plate. After fixing this I took off again with no mishaps. A couple of hours later, the chain broke again, going up a steep hill, again, the pins pulled out of the plates and an adjacent plate had pins on the way out too. So I fixed this. 15 minutes later, chain broke again. By then I had run out of quick links and had to walk 12 miles home.
So does waxing damage the steel of a chain? I have a theory that allowing it to sit in the wax for so long caused it to lose its temper/annealed it. The pins are press fit into the outer plates and presumably rely on friction to stay put. This comes from the force due to the springiness of the steel (It's compressed when the pins are press fit during manufacture) Maybe the heat reduced the elasticity so there was no longer a force? Several more of the pins now appear lose and ready to come out. Just to clarify, the outer plates didn't actually snap and break in two, the pins came out of them. The Chain is a Shimano. I've used four of these before and never had a problem and they never broke. In fact I've never broken a chain or lost links. The only thing that happened in over 20 years is I pedalled backwards once when changing gear and the chain came of the chainrings and the quick link got twisted and came undone. So maybe the links were still a bit stiff from the wax and each time the chain jumped the sprockets or chainwheels and came off, it got twisted and this wrecked the links? There's three quick links in it now and there'll be a fourth if I fix it, but I'll have to add chain because I lost links... The repairs are all over it, not adjacent.
Here's another theory. When in the hot wax, the outer plates expanded a lot more than the pins, allowing wax to get in between pins and plates. That lowered the friction between them making them more prone to sliding out. Alternatively it was the other way around and the pins expanded more than the plates, plastically deforming them so they ended up with slightly bigger holes or at least exerting less force on the pins, again making them looser. Some details on the chain as requested. It's reputably a Shimano 8 speed chain, bought on eBay. IG51 is marked on the links. I didn't push the pins back in again, I removed the ones that had any pins dislocated from the outer plates and any that had pins that seemed to be lose. Then I joined the ends with quick links. The pins from at least one of the plates don't seem to have any "upset" flares like the ones on the section of chain I removed when shortening it during fitting. They also slide fairly easily into the outer plates. So another possibility is that this is a bad chain and some pins weren't hammered/pressed to flare them during manufacture.