Whenever you use the level 4 cheat in any quest, and quit it, taking you back to the menu selection, you can toggle No Walls. Then, if it's on when you select a quest, it will carr-over, allowing you to have No Walls in that quest, even in ones where you can't use cheats.
No Walls for Any Quest
Confirmed - it's easiest to replicate this by activating the Level 4 cheat in Neofirst, pressing F11, quitting (F6), pressing F11 again (on the player registration screen) and starting 1st Quest.
Confirmed and fixed.