The wall will probably happen one way or another. Either through a deal (tee hee hee) or through executive order (much more likely). The Dems will lock it down in the courts for the next two years unless the Supreme court rules, which is why it needs to be done quickly. Give the employees their paychecks and get some refunds processed, then if you can't get a deal, you dig your heels in. You can now pin some of the blame on the Dems.
In the end, Trump is a narcissist. There is no possible way he's going to allow himself to lose at anything. Quite frankly, he will rather see the government burn to the ground than to lose.