Crayons are good
but if you really want authentic, then very old beeswax is dark brown/black. I have a block that's ideal for contrasting agin white......somewhere, I think it's in my leatherworking kit. If I can find it you're welcome to it Tengu.
If you really want to colour it red then there are two easy ways. One is to melt the wax and add cochineal.....I have some of the wee beasties dried out if you want a shot of it really as it was, and the other is to add some alkanet root. Alkanet doesn't give off colour in water or in alcohol, but it does in oil, and it'll flood warm oil with a rich dark purple if left long enough, but the first colour coming off is red. Add that to your wax and it'll colour it nicely. It's used in traditional recipes for cosmetics, like lipstick. If you use lots of wax though it won't melt like the lipstick, but it'll give you the colour.
cheers,
Toddy