I think you could find quite a few clubs that would meet that description. I'm not sure about wax play, but I don't think that it's banned at most of the major clubs, and I've certainly seen fisting happening at a few places. It would be hard to find a club with a dungeon area that didn't have whipping and/or flogging going on.
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I'm one of the admins here on ukfetish.info...
Which doesn't make anything I say any more likely to make sense. | 
