Someone else had a similar issue to this, and it was fixed by updating to the Nuclear Throne Together 9944 beta (Which is slightly buggier, but a lot more performant and also coincidentally fixed this weird black walls issue)

To get 9944:

• Install the Nuclear Throne 2020 beta through steam
  • Right click on Nuclear Throne in Steam
  • Click Properties > Betas
  • Select "openbeta - Open Beta for 2020 Testing" from the drop-down list
• Install Nuclear Throne Together 9944
  • Download from the NT Discord's #co-op_buddies channel description
  • Move the files from the .zip into your Nuclear Throne folder
  • Run "NTT-Assemble.exe" and select option 1
• Load NT:TE like normal
• Disable shaders in NT:TE's options menu, or else the game will crash in Scrapyards

You can revert your normal Nuclear Throne back to the non-beta after installing NTT 9944 if you want, you just need it to install NTT 9944 over it.