First, let me say that soy wax is not a true wax. It becomes a solid via a processing much like turning other vegetable oils into shortening. So I would not expect soy wax to produce the same types of skin feel as a true wax produces.
I use soy 'wax' at around 30%. When using a true wax, like beeswax, a small percentage does produce a sort of waxy feel, and I have never gone above 3% with beeswax.
I have a bar soap that I call 'Earlene's Luscious Luxurious Bar Soap' that I used 6% Jojoba oil (a liquid wax ester) in combination with 3% beeswax. I made this soap 6 years ago and still have a about 3 or 4 bars bars left, so I hope to make it again sometime soon before I run out. It's an unusual formula, which I adapted from a 'shampoo bar' recipe I ran across online (not here on this forum), but I do NOT like lye soap as shampoo, so I use it as a luxury bar. And it does feel luxurious to my skin.
I found that I like lanolin in soap also, but for bar soap it has to be kept at a minimum. Higher percentages of lanolin in bar soap makes it too soft. Of course how soft, does depend on the rest of the recipe. Before using palm oil, I used only Cocoa Butter, Shea Butter and of course, Coconut Oil as my hard oils because as a vegetarian, I just really do not plan on working with animal fats. (I did later use them for soap for my family.)
I started using lanolin because of an experience as a nurse with an elderly patient whose husband daily rubbed his wife's skin with lanolin. It was her life-long beauty routine to rub lanolin on her body and while she was in the hospital, her husband did it for her. She had gorgeous skin, which they attributed to this daily regimen.
So when I started making soap, I decided to try it in soap. I use it in my shaving soap, and have never nicked myself with a razor since I started using the LS with lanolin for shaving my legs. (Not my recipe, I got from one of Ariane Arsuanalt's videos.) Yes, I would say that soap does absolutely feel emollient & occlusive. But it is only during use, not a lingering feel that remains on the skin like a lotion or cream would. Obviously I do not leave soap on my skin after bathing.
But as I said, too much lanolin in bar soap not only is too soft, it also feels strange on the skin and does not feel like the skin is being cleaned, but being rubbed with a waxy substance, not what soap should feel like, IMO. So I did not like it & tossed those out eventually because they did not improve.
Anyway, back to your question:
Do they feel emollient and occlusive? I had to clarify the meaning within this context. Moisturizing and protective barrier. Well, yes and no. It really depends on the whole formula, and how it is used. In shaving soap, yes, soaps with some of the waxes absolutely feels emollient & occlusive.