At the black hole in the wall at the boss room.
For some reason the ones I've found were all at the north walls, so it just looks like I'm climbing the walls to get on top of them
Yeah it's usually north walls that do this. In the pictures you showed, the problem was that the banners I put on the wall were set so that the player could walk over them, which overrides the setting that says "no, you can't walk on these walls." It also happens if I don't put walls under the roof tiles, as by default you can walk onto ceiling tiles from below, for some reason.