A give command for a sign with block_entity_data will immediately lose the block_entiy_data when run.

/give @p oak_sign[block_entity_data={id:"oak_sign",front_text:{messages:['"Nope"','

','{"text":""}','{"text":""}']},is_waxed:1b}] 1

 /data get entity @s Inventory[0]

(The block_entity_data is now gone)

This /give command works fine in 1.21.3

EDIT:

I just learned that this command is how you are now supposed to do it:

/give @p oak_sign[block_entity_data={id:"minecraft:sign",front_text:{messages:['"Nope"','

','{"text":""}','{"text":""}']},is_waxed:1b}] 1