So we got some wood from a wendy house (small wooden house), but these have been treated with waksol, which is an absolute b*tch to remove.
I found another, easier, undocumented way - just use a cup wire brush (those which you can attach to your electric drill), plug the drill in, set it at a low to medium speed, and remove the waksol.
A session with sandpaper (100 grit) afterwards and the wood looks great again, no marks from the wire brush, and you don’t have to deal with clogged sandpaper.
Somebody suggested nitromors, but I am not in the mood to throw away good money just to clean wood.