I tried your code.

The walls were being created but they were falling through the bottom of the screen never to be seen.

To fix this:

I added a StaticBody2D to the bottom of the screen to serve as a floor.

Added a CollisionShape2D to the StaticBody2D as a child so it does collision detection

Added a RectangleShape2D to the CollisionShape2D in the inspector and dragged it out in 2D to form the collision area.

Did the same CollisionShape2D and RectangleShape2D adding to the wall this time. Then it stops it falling through the floor