This is a complicated topic, primarily thanks to your detailing brands confusing matters by inventing and mis-using terminology.
Glaze is a rather ill defined term. I have never seen a fundamental formulation which covers it. From my time with detailers, it is intended to be a product which leaves a reflective residue which does not have anything more than short term durability. Such a product is really simple. However, we now have glazes which are not short term, we have numerous examples which contain functionalised fluids which are designed to be surface substantive. In simple words, they 'bond'. So we have products which bond and have pretty good durability... but isn't that a sealant?! To complicate things further, traditional type sealants contain a notable contribution from the same things which you would have in a simple glaze. A sealant will rarely just 'seal', it will seal AND glaze. The extent depends on the formulation. I have alluded to this already and my view is somewhat that a user should not need to seal and glaze - if this is truly a necessity, you should really consider a different sealant.
OK, so lets think about how all these things work. A glaze (as it is typically meant) is really just a layer of fancy oil on your paint. There is no bonding and the only durability comes from the natural hydrophobicity of the oil. A wax, in theory, just sits on top of the paint or whatever it is on, there is no bonding. These days, it is a very basic wax which operates this way, most will have polymeric content such that they will form some level of bond with the surface. This is why some waxes can be so durable. They have waxes and misc other things so waxes will effectively glaze as well. Sealants will tend to have the same sort of polymers which again and will form a bond to the surface.
In theory, the bonding will be modified by an oily layer that the glaze would leave. However, the truth is that the glaze is not sufficiently durable to survive the application of another product without modification. A solvent based sealant will almost certainly dissolve and mix with any basic glaze underneath it. In some cases, you could almost mix the two products before application and get the same results. The same will be true with a wax over the top, the simple abrasion and natural tendencies of the products mean that they will mix. In effect, most of the time, I would suggest that glazing and sealing/waxing after will just give you the same results as if your manufacturer added more fillers to the sealant/wax. With a simple glaze, there is simply no reason to believe that a sealant/wax layer 'locks it in'. This sounds like quasi-science produced by a marketing person.
Now, one of the fancier glazes is a bit different. The bonded element will often remain bonded whilst the filling element will 'mix'. The top product will then bond on top without significant harm (polymers bonding to polymers, like layering a sealant). So no harm there.
Glazes on top... a pure glaze it is pointless if you want any length of effect. It will certainly be removed by any amount of water and will potentially just evaporate away over time. Modified glazes, there is more merit but I don't see much difference compared to doing it the other way around - you will end up with mixing, a polymer network with a hotch potch of fillers/waxes/etc. in the surrounding region. I would further point out that, like it or not, many of those fillers are going to last a relatively short time because they are not bound within the network, whether part of a modified glaze, sealant or wax. The water repellency of the finish will almost undoubtedly outlast the appearance enhancement (this is something that you won't really be able to quantify by eye and, unsurprisingly, detailers only ever discuss the durability of the water repellency).
Coatings, totally different story. Most of the coating technologies cannot tolerate oily contamination prior to bonding. Many products claiming otherwise are likely just high end sealants. So if you must glaze with a coating, do it last.
Anyone who understands all that (without half a dozen reads! probably should give themselves a medal!
