I use beeswax on linen thread when sewing leather. It helps keep the strands of thread together so I am dealing with one thread instead of multiple strands.

It is possible according to the books to twist a purcupine quill or stiff piece of hair onto the end of the same kind of thread, using the pointy bit as a guide. I use steel needles myself, never tried sewing with a porcupine quill.

I would be reticent to coat the kilt side of a sporran strap with beeswax, though there are some waxed finishes for leather made primarily from beeswax. I am sure some folks who have actually done it will be along in due time, I mostly use Lexol myself.