Hi Dee,
I just read your profile and you are just 1 week ahead of me on starting your dreads. At just 2 months they are definitely going to be messy and a lot of them will likely be loose (as with my own) because it takes a while for dreads to really knot up and get solid (mature.) Also, whe using a starter method such as backcombing or TnR you are giving your hair a guideline for sectioning that it may not naturally want to follow.. in which case, some will come loose or separate on their own and this really shouldn't be fought with since it will set back progress to continually mess with them. Loose hair will eventually get sucked into neighboring dreads over time.
Everyone here is right when they say that removing wax is a lot harder than just not using it. There have been some members on this site who only used wax to start their dreads and many years later found hard chunks inside their dreads (since wax can harden over time - think candles) or over time a waxy residue starts to surface on the dread looking gross. The wax is not water soluble so you need to really strip the hair. It also keeps the hair from actually dreading properly, slowing down the process. Sometimes when you finally remove the wax it's like starting all over again but you end up seeing somewhat quicker results.
On your profile you say you only wash 1/wk as needed... I recommend 2 - 3 times/week because oils in from the scalp can slow down the process as well in the beginning year. Do a little bit more research on cleaning products for dreads. Some people swear by Baking Soda with Apple Cider Vinegar, some by Dr. Bronners and others by dreadlocks shampoo (advertised by SE and on the side bar of this forum.) But everyone has different hair, scalp, habits and environments that will play into what shampoos work best. I can't personally vouch for DHHQ shampoo but I have definitely NOT heard good things about this company or ANY of their products... and not just from this website. Also, consider essential oils for whatever shampooing method you end up using. Some oils added to a rinse can really change up how happy or sad your scalp is.
You also say you constantly spray water in your hair... are you just using plain water or are you using a sea salt solution (sea salt and water?) The sea salt solutions are good for helping dry up the hair and dreading but you don't want them to sit on your head all the time or it can be over-drying. I wash my hair 3 times per week so the night before I wash I spray some sea salt water throughout my hair, let it dry up, then sleep on it and wash the hair in the morning.
Just some advice and food for thought.