Your mash pH is way too low, you can go to 5.8pH or so for a wheat beer. You'll get a more cloudy beer. You can adjust the pH of the wort to 5.1 or so at the end of the boil though. Wheat malt converts fine, in fact it has more diastatic power than MO typically has. You might be thinking of flaked wheat.
If you were using flaked wheat instead of your stated wheat malt then the MO would struggle to convert the whole mash
Interesting - I have typically made bitters/IPA's previously and out of habit adjusted the pH in the mash to 5.2 (I just overdid it this time). Thanks - I think I may be getting confused with flaked wheat and being reliant on the diagnostic power of MO - here I used malted wheat. I guess I am learning - thanks to this forum.
Still not sure why I ended up with such poor mash efficiency tho.....