I would not remove the wax at this point. Cheese goes through stages. When you first start it has a relatively low pH on the outside, it has a high salt content, it has a fair amount of lactate. In this environment, only certain molds will grow. As the cheese ages, enzymes will break down proteins and fats. This will produce water. Salt will migrate through the cheese. The pH will rise. The yeasts and molds will grow very differently. This is the same reason that you can't age a cheese for a while with a natural rind, cut it and age it as a natural rind some more. The inside and outside of a natural rind cheese is very different.
Your downside for waxing early is that you might have to open it sooner as it might not age for as long. However, by "sooner", I'm thinking less than a year :-) You've got to be careful about your cheeses if you want to age them for a really long time, but you have a lot more leeway earlier.
I say this a lot: Just make more cheese instead of trying to "fix" this one. Don't jump through hoops trying to get it "just right". Unless you are phenomenally lucky, it's not going to be "just right" anyway. Cheese making is a subtle and difficult thing to do extremely well. When you are starting out, you'll get some hits and misses. Just make more cheese. Eat early. Eat often. Learn from your mistakes. Learn that what other people think is a mistake might not be a mistake. This is kind of unfair, but 90% of what I see written about cheese making is utter nonsense.
I don't know Mary Winstein, but I just watched a quick video of her on youtube and she seems to know what she's talking about. However, in this case, I'm kind of on the fence. I'm not sure I would wax after 2 months. IMHO, there is no point at that stage. You've already established the rind. You've done the hard part. At 2 months, there is literally nothing to do other than to flip occasionally and brush it to make sure the mold isn't too thick. The only reason I would wax is if I'm going to go for a *really* long time and I don't want the cheese to dry out. But, again, if you are going to eat this in less than a year, I think there is no point at all.
The other thing to think about (which Aris touched on) is that natural rinds are kind of tricky. I do all my cheeses with natural rinds, but it's not for everyone. It also alters the flavor of the cheese. Waxing early will give you a cleaner cheddar flavor without the funk of the natural rind. I *prefer* natural rind cheeses, but especially for a cheddar, it might not be what you are expecting (unless you eat a lot of cloth bound cheddars, or other natural rind cheddared cheeses like artisanal Caerphilly).
When you are first starting, waxing is a fine place to start, I think. I wouldn't change anything at this point. Just make more cheese and see how it goes.