Some chemicals can indeed build up in beeswax, particularly in hives where foundation is used. The wax gets endlessly cycled from hive to foundation to hive.
I don't think this is likely to be a problem for use in human products, but bees are
particularly sensitive to particular pesticides (neonicotinoids) which when present in wax may lead to problems. These tend to build up particularly in brood comb (dark wax which the bees
reuse frequently) and foundation which is processed and returned to the hive. I've not heard of any evidence of chemical reach levels that could be harmful to humans - if they were at that level the bees would already be dead!
If you want cleaner wax you can use a form of foundation less beekeeping - eg top bar hives, or only use wax from uncapping honeycomb for human products. Honey cappings are basically single use wax from the bees point of view so shouldn't build up pesticides over the longer term. Beekeepers can cycle wax out of circulation by occassionally removing whole frames and letting the bees build their own wax - this is thought to have some benefits for bee health.