Well, try ice. The stuff has to come off before you paint. The wax will act like oil and when paint hits it, even primer, it will evacuate the area. Use what ever works as long as you do not scrub off the texturing and first layer of drywall.
You can get a good quality of primer like zinzer b-i-n and test the area. If it covers and stays on the area, you have removed the residue. If not then try more and even settle for applying alittle mud or joint compound on the area and sand it down.