Lanolin is used in lubricants but usually as a softener for waxes and soaps. To see if it will work on its own just coat half a dozen bullets and give them a try. I suspect that the problem will be that Lanolin wont harden, so bullets will be very messy to handle. You can try hardening it with some bees wax. Let us know how you get on.

Liquid Alox is a wire drawing lubricant. That is for actually making wire where it is pulled through dies to reduce the diameter. Not to be confused with wire pulling lubricants available from electrical trade suppliers, these are for pulling electric cables through conduit. I've a sneaking suspicion that spray on wax car body under-sealer, like finigan's waxoil, is very similar to LLA. If so then one can will last you a long time.

The lube I use with pistol bullets is a floor polish, but it is one added to water and mopped on floors. It is normally sold for janitorial suppliers, look for descriptions such as "high wax content". What I use is 20% wax content. 100 mls will do about a thousand .44 bullets so a 5 Lt container will last decades. It gives a hard, clear coating that is good for top loads in .44 mag. and .30 carbine.

The two bullet lubes I make are;

For black powder - 50/50 (by volume) Beeswax / vaseline. This is a great lube for Minie bullets and is ok for pistol bullets up to 1800 fps. It is superior to the usual beeswax/tallow mix in that it doesn't dry out and become brittle.

For rifle bullets - 1/3 Moly grease (from a car accessory shop) and 2/3 soap (I use tesco value hand soap). Ratios by weight. So far the fastest I've driven bullets is to just over 2200 fps but no signs of fouling and accuracy about 1.5" at 100 yds. was consistent over 40 rounds.