Hi,
To honest, I would not go to a direct integration between Wazuh and Thehive.
I will create too much alert/case in theHive.
I integrate Wazuh with MISP. MISP is querying/caching various feeds source (like malwarebazaar, etc).
Once we have a hit (DNS query hitting bad domain name, bad URL, etc), Wazuh sends a API to SOAR (in my case N8N but you can also use Shuffle). N8N is integrated in the Hive (and Cortex).
So traffic flow is WAZUH-> N8N -> TheHive+Cortext (Cortext itself is configured to check MISP).
Don't forget you need sysmon to capture DNS query, process start, etc installed on each agent (+wazuh agent).
Hope it can help you.
Regards,
HA