Hair does not need wax or any other product in order to dread. Even thin straight hair, which many of us on this forum (including myself) have, will dread.
I know it's a difficult concept to grasp, but you honestly don't need to do ANYTHING to your hair. It will knot up by itself. All the things that people do daily such as conditioning, combing, brushing and styling are done to PREVENT your hair from matting and dreading up! So when you stop doing those things, presto... your hair will tangle naturally.
However, the dreading process takes time. You cannot "make" dreads overnight... backcombing only kickstarts the natural knotting process and forces your hair into sections. It's completely normal for some (sometimes, all) of the backcombing to unravel while your hair moves around and settles into knots. This process takes weeks and months, not days!
Wax only helps your hair stick together into sections that LOOK like dreads, while actually delaying the natural knotting process... and when you stop waxing, your "dreads" will fall apart because they haven't actually dreaded yet.
Read the Dreaducation post and FAQs. Expecting backcombed sections to magically turn into dreads overnight is completely unrealistic, sorry.
updated by @dane-mcmillen: 07/17/15 02:41:45AM