In this study, a composite of beeswax-lauric acid and zeolite, enhanced with graphite nanoparticles (BW-LA-GNP/Z), was developed as a shape-stabilized composite phase change material (SSCPCM) using the vacuum impregnation method for application in energy-efficient building envelopes—the research aimed to explore the chemical compatibility, microstructure, and thermal properties of the SSCPCMs. The results demonstrated no chemical reactions between the raw materials, indicating a purely physical combination. Furthermore, BW-LA-GNP was successfully absorbed into the zeolite (Z) porous structure, with no leakage observed even when the material was molten. This confirmed the stability and effective containment of the components, which is crucial for thermal energy storage applications. Differential scanning calorimetry (DSC) analysis revealed that the BW-LA-GNP/Z composite has a melting point of 30.86°C and a significant enthalpy value of 93.2 J/g, highlighting its potential for efficient thermal energy storage systems. Furthermore, thermal cycling measurements demonstrated that this shape-stabilized composite PCM maintains adequate stability after undergoing 700 melting/freezing cycles. Adding GNP (carbon fiber) to the BW-LA/Z composite enhanced thermal conductivity, increasing it from 0.266 Wm−1 K−1 to 1.15 Wm−1 K−1. This improvement in thermal conductivity contributes to the shape of stabilized composite PCMs having more suitable thermal properties and enhanced thermal stability, which is particularly beneficial for applications in energy-efficient buildings.