Ok, now i have some more geometry to work with.
Lots of images coming up, i'll insert them a bit smaller so click on them for full size.
First off, how your file looks with the different renderers without changing anything:
scanline

Art

Arnold

I then changed your free lights to Arnold point lights and adjusted their intensity:

And this is with the lights turned off, using a HDR image as lightsource:

I then made a wax material and applied it to your model, this is what it looks like with the HDR and both lights turned on:

And with the HDR turned off, but the Arnold lights on at different intensities:

So, from what i could tell... Scanline and Art seemed to have a bit of a problem with the geometry... which looked like normals facing the wrong way.
But overall the lighting did work.
As i know Arnold a bit better i had no issue getting your model lighted properly, but it worked better after changing to the Arnold lights.
You may notice that in the images where i changed to Arnold lights the viewport is completely overexposed, it looks nothing like the render.
This is why i don't take the viewport for anything more as an indication.
Not sure where you want to go from here, let me know what you think.
Niels van der Veer
Inventor professional user & 3DS Max enthusiast
Vault professional user/manager
The Netherlands