You have copper wire. You need a thin insulating layer so that one winding does not contact the adjacent winding. This is easy.
Assuming you can produce the copper wire, you need to oxidize it in an acid solution. This will produce a green oxide layer which is insulating. Wind the green corroded wire with no overlap on each layer. Put a layer of silk or cotton or paper or fig leaf between the layers of wire.
The adjacent turns have very low voltage between them, so the insulation can be very thin. Some of the oxide may come off, but unless it comes off adjacent surfaces there is no short.
Copper oxide can be a semiconductor. (nb, I remember copper oxide rectifiers from my childhood.) The bandgap voltage is (from one source) 2-3 V, which for most frequencies and core materials is less than the turn-to-turn voltage.
If you have a high frequency for this coil, the volts-per-turn could be high enough to cause some conduction through the copper oxide. For DC, it isn't an issue.
Scrape off the green copper oxide insulation on the wire ends to make good, bright copper connections.
If you want to impregnate the coil with wax, go ahead, but you are probably in a hurry to get home.
For those wanting to learn more, this is a place to start. It differentiates between cupric-oxide and cuprous-oxide, which have different properties. This link discusses how to make copper wire into either oxide.
Simply exposing the wire to hot sulfuric acid doesn't leave copper oxide leaves copper sulfate, not one of the copper oxides. Copper sulphate is a salt, and as a salt, it may tend to be conductive when moisturized. If you get out something more blue (copper sulphate) than green (copper oxides), you should dry it well to eliminate any moisture. When dry, the salt should be non-conductive enough. You only need to use it once.