what i meant to say is that your various automotive oils (WMO, WTF, etc), should never be mixed with waste vegetable oil. many people burn WVO or brew it into biodiesel. and thats fine, as long as the 2 categories are never mixed.
if someone does mix WMO with WVO, a black sludge will precipitate out and clog filters. you'll learn about this mistake if you do a search for threads by member "linus", he had quite the trouble from this mistake.

but to clarify what was unclear earlier, you're fine mixing waste engine oils, transmission oils, gear oils, etc with each other and with diesel.