Glazes pretty much are synonymous with "fillers". They are usually used with carnauba waxes, but not exclusively. It is kind of a case-by-case basis on what things go well them, so you might want to ask first. For Klasse and Zaino for example, you wouldn't use it.
As far as I know, there isn't such a real step as "sealing".... but you could use polymer sealants instead of or in conjunction with carnauba waxes, as said.