Is this garage built in/onto the house? Free standing? Construction? If practical, heat the garage or the individual machines, covered in insulation, would be the most effective. Depends on how you value your machines. Greased seems a good addition to the covering and heating. If no damp proof membrane in the floor, stand on a strong plastic sheet(s), or even on polystyrene to prevent conduction to the floor.
Never thought of waxoyl, but good for the ways and table, but perhaps not the rest. White spirits apparently will remove waxoyl (likely with a fair amount of warmth and hard work).
If sealable against draughts, a dehumidifier would certainly help.
Water pump grease would be good for protecting the ways and table.
Are you going to remove the saddle? Best stored separate – easier to treat separate ways and dovetails that way. (even hide the carriage indoors?).
Lathe stood on end would have a smaller footprint for heating.
Make crates for them. Line with plastic and seal effectively (with some moisture absorbent material in each crate).