i have been given cappings wax jen, that was dirtier than the wax in your pix. i ran it through the solar melter, and it was the whitest prettiest wax.
what you could do is melt the wax down double boiler style, get yourself a few milk cartons, cut one side off, clamp t shirt material to it and also a piece of bounty paper towel, and pour the wax into the carton, this should strain all the junk off, if not remelt and do it again after it cools. you will know if the wax is not clean, there will be sediment either on the bottom, or a little on top. with candles any dirt in the wax, however small will cause a candle not to burn properly, (among other things, proper wick size is another), so you want your wax very clean. also, when you are ready to pour candles, melt the wax down and strain it one last time through nylon curtain material. you will be amazed at the small specs of sediment that remain even though you think your wax is very clean. what i do is i have one very large melting container, and two small containers. when i make candles, i melt the already filtered wax down in the big container, (it's a larger wax pitcher), double boiler style. i place the nylon material over one or both of the smaller containers (small melting pitchers), and attach using a rubber band and pour the wax through. these smaller containers are also kept on the stove double boiler style, so once i have strained it through the nylon, i pour my candles.
EDIT AND ADD:
bulk wax is sometimes hard to come by and i am picky when i have purchased some. (b and b). but it is worth the effort to clean and filter it, the finished product normally turns out great. i hoard all my wax, i don't sell it because i don't like to run short when i need it. the other thing to is, we are competing with non beekeepers who are buying up wax and making and selling beeswax candles and other products, so sometimes the price of it gets driven up.