I would not recommend using a clay bar if you're not intending on polishing the paint between the clay barring and waxing. It will cause micro-marring otherwise, especially if you're not experienced with using one. The Meg's Ultimate Paste Wax you have linked is just a wax, it does not have any polishing qualities.
There are other, less intrusive methods of decontaminating the paint. Shampoo diluted with some strong APC followed by an iron fallout remover might be the way to go if you want to strip down any significant surface contaminants before waxing.
With regards to the tar remover, I would only recommend using it on very stubborn contaminants like tar, glue or caked on bugs or tree sap after a paint decon and wash. It's a fairly strong chemical and you definitely should avoid it coming into contact with any plastic parts of the car, or your skin. And don't use it indoors, as most have a very strong scent and are bad for your repiratory system.