Jonny I know what you mean about tyre dressings being too shiny, which is why I like the Meguires Tyre Gel. If you apply it, leave it around 10 minutes and then buff off the excess it's not too shiny after a few hours. The pictures in the opening thread were taken very soon after I'd buffed it off, so it still looks shiny.
How thinly are you applying the AutoGlym HD wax? Waxed need to be applied very thinly to make them easy to buff off. I also find that once the wax has cured, if it's hard to buff off, giving it a quick buff to get most of it off, then going back with a fresh microfibre to buff the remaining wax off makes life a lot easier.
If it's actual corrosion on the inside of wheels then only a refurb will sort them, but if it's just years of baked on brakedust and crud, then a good wheel cleaner should shift it. For a readily available product then Turtle Wax Nano Wheel Cleaner (in a bright green bottle) is good. Just spray it onto a cool dry wheel, leave it a five minutes, agitate with a brush, leave it five minutes more and rinse off. For something better available online then Very Cherry Wheel Cleaner is very good, as is Bilberry. Wheels often get a lot of tar spots on them, which may not shift with a wheel cleaner, so use a Tar remover to shift these. Tar remover will also help remove remains of wheel weight sticky pads. Once you have them clean, seal them with a wheel sealant such as Poorboys Wheel Sealant and then they should clean very easily with just car shampoo and a wash mitt