My hair is thick, VERY frizzy and has a lot of volume - in a very negative way. This product helps me so much with the volume when I blow dry my hair and it leaves it incredibly shiny and smooth. I didn't feel it waxy or gritty at all. About the heat protection I really can't tell yet because I just started using this product.
The only thing I'm not a fan of is the spray thing, which doesn't really spray, it just squirts in a straight line, which makes it difficult to apply on yourself. But overall it's a very good product, and I would repurchase.