Lots of variables in waxes and polishes. Some waxes contain polish, which may be listed as a cleaner. Some waxes are just that-only wax. Some polishes just polish and have no protectant, while others polish and have paint protectant too. Most of the polishes you find at an auto parts store will have some type protectant added. I imagine Nu Finish Polish falls into this last category.
I don't see any difference in liquid and paste waxes, it's just two different ways to deliver the same thing. As far as spray wax goes, I've aways considered this a "quicky" wax and not equivant to liquid or paste.
For my CVO, if I polish the paint (strictly polish-nothing else added, like Griots Garage polish #3) I follow that up with a coat of carnuba wax. For my daily driver, I use a paint sealant that contains a polish, so it's one step rather than two (I get that from Griots Garage too).
Normally I wouldn't endorse a Harley product because they're usually over-priced. However, the Harley Glaze Poly Sealant works well, especially if you have a minor smudge or bug mark on the paint. It has a protectant and a very light polish added, which would be similar to Griots Garage #4 polish.