Sergio, after reading all of the various posts for the past several days, I got the impression that you might be mixing two separate subjects as much of your discussion had to do with restoration and/or aging on very old wood. While that is a worthwhile topic, I don't see that as a driver in pointing my finishing methods in any particular direction. As already mentioned, things were finished in a certain way in days past because the methods used were what was the state of the art at he time or the materials that were available. There is certainly nothing wrong with liking the way that wood ages, I think the charm of old pieces has more to do with the provenance than what has happened to the surface. The effects of time serve to document the history of a piece, but the proud original owner back then might have been dismayed if it started out looking several hundred years old.
Back on the subject of what finish to use today as opposed to what was used once upon a time here is my two cents worth. It's pretty simple -- I use whatever I think works best for the particular piece. For instance, if I made a Christmas tree ornament with the globe dyed a bright color, oil and or wax would be a terrible finish. If I made a rolling pin for the kitchen then I might use mineral oil because it continues to soak into the wood until it reaches steady state conditions (uniform throughout) and I would also pick a wood like maple rather than something like red oak. On bowls, I have used various oils, shellac, lacquer, and varnish as well as no finish on some of my mesquite bowls where I polish the wood until it shines as much as any gloss lacquer finish, but without darkening the wood. I don't pretend that any of my turnings will be around for centuries (or even decades), but if so, future conservators and archeologists will already have the knowledge of how to restore ancient twenty-first century artifacts.
I especially like using dyes to enhance the chatoyance of highly figured maple. Clear gloss lacquer is about the only finish today that helps to bring out the the effect. I ceretainly would not put shellac or a darkening oil or wax or polyurethane varnish or any water based finish over the dye for various compatibility reasons.
One final thought is that I see beeswax as about the worst finish possible. My opinion is not a majority view, but it is just my personal perspective. It is a popular finish especially for treenware and many turners use it. To me it is too soft and perhaps even a bit gummy inviting dirt and dust to become partners with it. I don't do kitchen utensils, but if I did, I might consider using it for a few things. Occasionally I will use
carnauba wax which is hard and much more durable, but still not nearly as durable s a film finish.
If you are interested in my advice, I would say to not limit yourself to one or two materials because of what was once used. We have not yet reached the imagined perfect finish that everybody will proclaim to be the ultimate in perfection.