Three things to remember...
1. The wall is an entity, not segment wall
2. The wall is dynamic, not static
3. The start script has this:
;Artificial Intelligence Script
;Header
desc = Appear Yes Collision
;Triggers
:state=0:state=1,colon
;End of Script
If you have met all three of these and still have no collision when spawning an invisible wall, then it is an issue either with the version you are using, a script, something in your level, or there is an issue with your FPSC install. Because I can spawn an invisible wall in v1.17, 1.18, 1.19, and 1.20 (first couple of beta releases) with no issues.

There's no problem that can't be solved without applying a little scripting.