It's hard to be sure what's wrong without being there. My guess is that the chain wasn't completely clean.
Indicators that the wax adhered properly
When I melt wax my chain with one of the high-quality commercial blends, most of the links (i.e. not every single link) take a bit of force to break the wax before they articulate. Also, a properly hot waxed chain sheds a lot of wax bits in the first few miles. You said you're using Slica. If you run your hand over the chain, it feels waxy but dry - there isn't an oil residue on your hands. The high-quality blends have high-grade paraffin with very low oil content. In contrast, candles may feel like there's a residue on your hands because many of them have higher oil content (lower grade paraffin).
If your chain has a bit of oily residue, it should attract some dirt during riding. Chances are this would produce higher wear. As I stated in comments, higher-end Shimano chains have a low-friction coating that's thought not to work as well as some others with wax. In my direct experience, they're still stiff when they come out. They would have poorer treatment life than other chains - Adam Kerin has said that YBN chains work well with molten wax.1
What to do now - maybe keep going and monitor the situation
If I'm correct about the cause, then probably this means your chain would attract some dirt and wear a bit faster than normal. If you have someone with waxing experience that you can ask in person, then why not ask.
If this is happening, you could try riding it and see what happens. Silca is said to get at least 200-300 miles per treatment. I think I would just leave the chain for now. Monitor how dirty the chain gets and monitor the treatment life. If you feel like the chain is doing OK, then you could leave it.
You could also clean it thoroughly and maybe discard the wax in your pot
If you feel like re-waxing it, I would clean it in boiling water, and then repeat your cleaning procedure. If you aren't confident you can get it fully clean, consider buying Silca's or Ceramicspeed's chain cleaning solution. Those are one-step solutions (in contrast, mineral spirits and alcohol is multi-step). Now, if I'm correct, the wax in your pot is, theoretically, a bit contaminated with the original chain lube.
I'm not sure how much residual oil will materially affect the treatment. If your other three chains are fine, you could just leave the pot. I previously said consider discarding the wax, but this may be unnecessary.
If you do discard the wax, I believe that Molten Speed Wax is half the price of Silca and essentially the same formulation (similar grade paraffin, same basic friction modifier).
What to do next time
How important is it that you adhere to the recommendations of the aficionados? I don't know for sure. I have no personal experience. Because I know that high-quality wax works, I stick to the process I know. Some shop mechanics who've been on cycling tech-related podcasts say that they've seen a lot of bad wax jobs that wind up dirty. It's still possible that imperfect cleaning will play OK with molten wax. And I know one person who swears that just throwing the chains, factory grease and all, into plain paraffin works fine.
If you want to fully adhere to the procedure but you aren't confident in your cleaning technique, you can outsource the cleaning by buying a pre-waxed chain. In the US, Molten Speed Wax, Silca, Premier Bike, and probably a few other vendors will happily sell you a chain. Or, as I said above, get one of the one-step chain cleaners.
Or Silca has that new strip chip which lets you put a chain with factory grease in the pot. If you go this route, please read and adhere to that treatment's instructions, keeping mind that you have to hit a high temperature and make sure it stays in a narrow range. That treatment also isn't designed to rescue an imperfectly-cleaned chain.
Footnote
- YBN chains have a nickel-PTFE coating. Shimano treats higher end chains with some sort of flurocarbon-based coating. This applies to 11s and 12s 105 (aka 7000) and higher chains (not sure about earlier chains). I don't think the Linkglide chains use the low-friction treatment. Shimano's website reports that the "roller link pin" on the LG-500 chain has a chrome treatment, which I think increases durability. SRAM chains use some sort of chrome treatment for durability as well. In chat, you said that you treated some Linkglide chains and the wax seemed to adhere. Even with this information, I don't think the low-friction coating on the XT chain is to blame based on my prior experience with Ultegra and DA 11s chains.