Stop putting wax on your shafts. It just attracts dirt and gets sticky. Here are a few possibilities:
One, your friend keeps his hands clean and so his shafts stay nice and clean.
Two, your friend chalks properly, not with the bridge hand, which would get chalk on the shaft.
Three, your friend uses a sanding sealer or cue sealer, but does not keep sanding his shaft.
Four, your friend might have shafts that are older, more dense, and resist chalk and dirt better than yours do.
Many variables in keeping shafts clean and slick.
You're welcome, Justin.
All the best,
WW