The thought of waxing (especially the hooha) scares me - I have very sensitive skin, and imagine I’d get all blotchy. I shave my legs about once a week, the pits once a day, and keep the lawn very closely trimmed (close enough that there’s almost nothing there but not so close that I get itchy) with a touch-up every couple of days.
If I ever get that live-in sex slave, he can take over my grooming activities. 
So does hair keep growing after you finish shaving it then? I wax…so after a certain point it just doesn’t really get any hairier.
Anyway I say go for the waxing w/ o/ shaving…Course, I’m biased. 
As for the warmth, sometimes afterwards I do feel kind of colder than normal. Sensitivity…that’s kind of heightened. The feel of pants against completely hairless legs is very odd. Especially w/ my arms…for a few days afterwards, when water drips on my hairless arms, it feels really really odd…