In Demonology , Leviathan is known for affecting the environment and throwing objects, including multiple objects at once, but the source I found does not say it can go through walls.

What it can do

  • Throw multiple objects at the same time.
  • Tamper with or turn off light switches outside hunts.
  • Cause general chaos and disturbance in its surroundings.

About walls

The “go through walls” idea does not appear in the Demonology references I found, so that seems more like a rumor or mix-up with another entity concept.

Quick answer

If you mean the Demonology ghost , then no confirmed wall-phasing ability is mentioned in the available source material.

TL;DR: Leviathan in Demonology can throw lots of objects and mess with lights, but I found no evidence that it passes through walls.