I actually work with high voltage for a living, and I have high skepticism about this story. While it is technically possible if you work out the math and somehow get an extremely dense e-field flux, from a practical standpoint it might well be impossible. HV like they describe, especially in high humidity, really likes to equalize itself in a big flash.
I strongly suspect instead is that there was a spot where you could really feel the e-field, and people just through rumor and story telling morphed it into "the wall".
I strongly suspect instead is that there was a spot where you could really feel the e-field, and people just through rumor and story telling morphed it into "the wall".