Try turning on the battle hex grid and movement shadows, especially the Cursor shadow one, and mouse over the wall section in question. I seem to recall the cursor changes somewhat when you are on unpathable terrain, but I'm not in a position to try it right now. Maybe that will help you identify whether you can walk on it or not.
Keep in mind that some wall "sections" will not be targeted or destroyed in combat. The turrets can be destroyed, but the towers that don't shoot will always be there.
Thanks this is a great tip!
Just ran a quick test. If the active unit is in range to move onto the space, you'll see the normal movement cursor if that section of wall has been destroyed. Unfortunately, if they can't reach it, then it will show the "you can't move here" cursor even if the wall section has been destroyed (you can't move there because the creature can't move far enough).
So mousing over the area can help, but it doesn't work all the time.
You may need to try and remember which wall sections have been damaged or destroyed as the catapult fires. If the catapult shot doesn't do any damage, then the boulder will just break on the wall. There is a different sound, and a slightly different animation, if the boulder dealt damage to the wall. A wall section (including turrets) can generally take two hits from a catapult, unless the attacking hero has a high level of ballistics, in which case there is a good chance of destroying the wall in one hit. If the catapult fires two boulders per round, then you can generally expect at least one wall section to be destroyed each round of combat.