why high frequency are blocked by walls but allowing low frequency?
A short answer is that penetration depth of electromagnetic waves in a material is proportional to square root of resistivity, inversely proportional to square root of permeability and, most importantly for this context, inversely proportional to the square root of the frequency of the signal. (Reality is not quite this simple, but this is accurate enough model for figuring out the idea)

The penetration depth is defined as the depth in the material where intensity of the signal is attenuated to roughly 37% of the original value.

Thus the high frequencies are attenuated more, which you have observed as walls blocking them more than the lower frequencies.