You can try shampooing your hair with a clarifying shampoo to remove waxy residue, or you can try using a homemade vinegar rinse. Another possibility would be to use a fine tooth comb (such as a lice comb) to try to remove the waxy substance. Any residue that remains after such efforts would not be considered a chatzitzah. B'dieved, even if you only shampooed regularly and were unable to try any additional treatments, any residue that remained would not invalidate tevilah.
Please feel free to get back to us with any further questions.