The most common and most likely answer to this crossword clue is the 9 letter word CELLULOSE
I've seen this crossword clue in Financial Times
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The straight part
We know that "Wall-building substance" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case wall-building substance = cellulose.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does CELLULOSE mean?
CELLULOSE noun- A complex carbohydrate that forms the main constituent of the cell wall in most plants and is important in the manufacture of numerous products, such as paper, textiles, pharmaceuticals, and explosives.
- A polysaccharide containing many glucose units in parallel chains.
- Consisting of, or containing, cells.