Don’t take my word for it, here’s a link to the official Buffalo Wild Wings website. They document and release guides for nutrition, allergen, and preparation for their chicken wings and other food items.
There may be some variations outside the USA, but within the country they are using a ton of beef tallow – even for their cauliflower wings.
In the link above, you can view all of their food items and see which cooking oils are used.
If you’re completely eliminating seed oils from your diet, many of their sauces do contain soybean oil. If you are concerned about that, just go with the dry rub and you’ll be set.