FWIW - most "oil tanned" leather is actually oil re-tan - i.e chrome tanned leather which is then oiled - in my experience chrome tanned leather is not good for metal - the residual chromium salts can wreak havoc over time.....
Any veg/bark tan leather can be "hardened" by dampening with water (not sopping wet just wet through) and then dried at between 140-160 F - it's a method, commonly known as cuir bouilli, that's been used since at least the time of ancient Egypt. Not only is the water/heat method less messy, but much safer than working with hot oil and wax - and besides on hot days wax hardened sheaths can soften, where as the water/heat will only soften if way over oiled or worn that way through heavy use.
FWIW - I generally avoid heavy wax finishes in my work because they tend to be dust/dirt magnets and the mix winds up acting like valve grinding compound.........Like the vast majority of professional leather crafters I generally use 8/9 oz veg tan leather for sheaths on blades up to around 10" - over that I go to 10/11 or 11/12 oz
If you really want a tough, stiff working sheath that won't easily soften - make a veg tan liner of 8/9 oz and cover that with deer or elk rawhide - the 19th century kydex! Only caveat - rawhide is harder to work with as it must be worked wet, but once dry and properly sealed (the traditional sealer is spar varnish) - it is virtually impervious to water and wear - of course it gives one a whole different look than "plain" leather.
as always others mileage will vary..........
#1- the Sheath turns a nice darker color. I really don't like the look of fresh leather on a sheath. But the moment a fresh sheath hits the hot wax it turns forever a rich darker color...
Wickett and Craig offers their leather in a pre-dyed chestnut - with a just a light coat of oil this turns into a super rich looking reddish brown.
Demers Leather offers pre-dyed veg-tn shoulders in brown and black.......