If you want to try an old horn, once you find one blow in it to see if it is air tight. Obviously if there are large holes or cracks you don't want it. If it just lets a little air out, take some wood glue and mix it with warm water it needs to be pretty thin hard to explain that. Pour it in the horn, I'm not talking about a pint just a few oz. swirl it around and blow in the horn, that will force it into the voids, turn it up so any excess will run out. Wipe off any that comes off with a wet paper tow, tissue is better. Let it dry overnight and blow in it again, if no air come out your good, you may have to repeat but it will work.
As for Bee's wax...sure it will work but it is a pain to work with, the horn has to be warm, the wax melted and if it dries on the outside of the horn you will lose any patina that it has trying to get it off.
Tim C.