Or does it have to be OO?
It is OOP I'm afraid. It follows the original API almost exactly, which is also OOP. The advantage to a matching API is that you can read a "How to program wxWidgets" guide/book of C++, and can create a BlitzMax version of the code that has the same structure.
For example, it's quite easy to use this book to learn wxMax, even though all the examples are in C++.
it totally takes over the 'Third Party Modules'
I know... sorry. At the moment, there's not much I can do about that. docmods will need some TLC in order sort it out, and I haven't had much time of late to be tweaking that too ;-)