Lynn....I might try wax paper and an iron.
I was able to get candle wax out of kaki pants using this method but I am sure it is similar. Ice the wax as best you can until you can pick it out. If it doesn't come all out, get a brown paper grocery bag and put on top of the rug. Then put a damp cloth on top of the grocery bag. Iron the damp cloth. The wax will melt and be absorbed by the brown bag.
Lay some newspapers on your wax and iron with a hot iron. Turn your paper to a clean area and repeat over and over until you melt and soak up all the wax.
I got all of a spilled candle out of my carpet by getting an iron and LOTS of paper towels... Get the iron hot and start by laying a couple of layers of paper towels on the wax...then start ironing with the hot iron. Keep replacing paper towels until they have absorbed all the wax ….worked very well for me in spite of a very large candle spill.