Walls, if built properly, are expensive; they take strong winds full on and can cause turbulence and coolness to the lea side; they degenerate over time (in which case they become hazardous); the cement work makes the soil nearby very basic; they're not of much interest to wildlife; they block light and cast shadows.
Personally, I'd replace the leylandii hedge with something more interesting and useful for wildlife - perhaps putting up a trellis fence until the hedge grows? Good luck