I've been dropping into the Psychic Piglet for years when I need ethical, vegan candles or oils and love supporting this place.
It's a Glastonbury shop, so you'll find a plethora of incense, angel, Native American and tarot cards and ethical greetings cards. The only non-vegan product they sell are feathers - yet, these have all naturally fallen to the ground either out in nature or in animal sanctuaries. Beautiful ethics. They give a discount to members of the Vegan Society too - bonus!