That's not wax paprika, in the picture there is this paprika: Capsicum annum, Solanaceae This paprika has 0 Scoville units. This paprika is moderatelly sweet agains Californian bell paprika, what is very sweet for me. We make lecsó (Hungarian ratatouille) from it or stuffed paprika. Or we eat with bread. We rarely use bell paprika, we prefer this paprika in Hungary (because for a lot of Hungarian this paprika is tastier).
In Hungarian language, we call it paprika for stuffing ("tölteni való paprika" or the brief name is "TV paprika"). The Hungarian wax paprika is green, it's a bit spicy, with maximum 3000--5000 Scoville units. We call it "hegyes erős" (pointed strong/hot) or "csípős hegyes" (hot/biting pointed). We call the paprika-hot (capsaicine) taste in Hungarian language like "erős" (strong) or "csípős" (biting). I think you thought the paprika on the picture is a wax paprika from this webpage:
http://www.kolibrikerteszet.hu/paprika_hungarian_yellow_wax
That's a special wax paprika, it's a hybrid, because it's yellow. I've never seen it, it's special. Nevertheless, if you examine better, you can realize it has a bit pepperoni-shape like wax paprika. Because wax paprika is a relative of pepperoni.
Sometimes wax paprika has a bit reddish/orange part. There is not a lot of difference, the taste is around same. But originally wax paprika has very strong green colour.
If you need, I can help you, but I'm not really good in names, we call paprikas different way. But if you need some Hungarian recipe or picture I can find you. The different kind of paprikas are important in Hungarian cuisine.
There is a pickle receipe with wax peppers, I think you should you some of picture of them. These are typically wax peppers/paprikas.
http://cookcancsa.com/2011/09/06/pickled-hot-peppers/
But for me, there is no difference in green, orange or red. Could be the red is a bit spicier.
