The only time I saw wax residue was after bees cleaned up SHB damage. The good news was that the bees cleaned it up & didn't allow the beetles to continue doing any more damage.
I know that SHB & cold weather don't go hand in hand, however inside a hive is a different story. If the beetles are in the hive & they have an opportunity to lay eggs in some unprotected brood, dead bees or pollen, they'll do so.
That's the only answer I have, sorry.