From the description of your problem (which is not clear enough) it looks like you should create another game object with MeshFilter and MeshRenderer components (you can do it either by hands or by script) for your wall.
If for some reason you REALLY want to have several meshes in one MeshFilter then your only option is to use submeshes (see Mesh.subMeshCount, Mesh.SetIndices, Mesh.SetTriangles, Renderer.materials and maybe Mesh.CombineMeshes).