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So SpillThePoltegraist write on chat: "You don't know how many noobs give [wall] Pokemon 252 on both Defense" or something like this, and I started thinking how it should be done.

I think there is three examples of wall Pokemon:
-Hightest Sp. Def (Togekiss)
- Hightest Def (Cofagigrus)
- Hightest HP (Blissey)

How EV's should be spread on each types of wall?

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The wording isn't great, I don't quote understand what is being asked
I think that the question is asking "How should EVs be distributed for different types of walls?" They are looking for EV spreads for special and physical walls, perhaps whatever Blissey (high HP) is too.
I think his real question is what is a good ev spread for the different types of walls as per the examples he gave
SpillThePolteagiest is likely referring to how most walls usually have Max HP (or near Max) and a Maxed Defensive Stat boosted by the Wall's Nature. Even mixed walls usually have Max HP; a mixed wall like Toxapex, Shuckle, and Deoxys-Defense have an abysmal HP stat and need as much as they can get, and the fact that their Defensive stats are already so high, they don't need as much investment. There are very few instances where investing both defensive Stats is more useful than HP and one Defensive stat. :P

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Best answer

The best EV spread for your Pokemon depends on a wide range of factors that can't simply be reduced to which defensive stat they are highest in. In other words, there is no single EV spread you can point to and say, 'This is the best for all Pokemon with high Defence!'

What you can do, however, is rule out 252 Def / 252 SpD as an EV spread you should ever use – at least, not for the vast majority of Pokemon. What you read on chat is accurate, and it's not a matter of preference, either. That spread is mathematically inferior to 252 HP / 128 Def / 128 SpD, as demonstrated by some very simple damage calculations:

0 Atk Arceus Giga Impact vs. 0 HP / 252 Def Silvally: 154-183 (46.5 - 55.2%) -- 69.5% chance to 2HKO
0 SpA Arceus Hyper Beam vs. 0 HP / 252 SpD Silvally: 154-183 (46.5 - 55.2%) -- 69.5% chance to 2HKO
0 Atk Arceus Giga Impact vs. 252 HP / 128 Def Silvally: 172-204 (43.6 - 51.7%) -- 10.5% chance to 2HKO
0 SpA Arceus Hyper Beam vs. 252 HP / 128 SpD Silvally: 172-204 (43.6 - 51.7%) -- 10.5% chance to 2HKO

...This is not to say that you should always split evenly between Defence and Special Defence, but it is to say that HP investment is invaluable to defensive Pokemon. The simple reason that it helps with both physical and special attacks makes it the first preference for any Pokemon investing in bulk. Situations where you shouldn't immediately max HP EVs on defensive Pokemon are very rare, and very much the exception to the rule. It doesn't have much to do with your Pokemon's base HP at all.

So if you treat HP investment as a given, what should you do with the remaining 256 EVs? Again, there is no hard and fast answer to that question... but that's that beauty of strategy. There are no correct answers: you just need to know the right time to use each spread. The factors that go into deciding that are potentially infinite, but here are some of the important ones:

  • What is your Pokemon's type? This has a massive bearing on which opponents your Pokemon matches favourably against. You should put EVs in the stats that reinforce favourable matchups. For example, Mandibuzz usually runs high SpD in OU, because its typing means that it will frequently switch in against Pokemon like Gengar and Hydreigon, which happen to be special attackers.
  • What opponents is your Pokemon likely to come up against? You can use EVs to swing frequent interactions into your favour. For example, Smogon's Gen 7 OU Ferrothorn set uses a little bit of Def despite focusing primarily on SpD, because this blocks a key threat (Flyinium Z Gyarados) from OHKOing Ferrothorn. You can make informed decisions like this as you come to understand the battle format you're playing and which strategies dominate the metagame.
  • What are your Pokemon's stats? Pokemon with lopsided Def and SpD often invest EVs in whichever stat is lowest, to make them less exploitable; for example, Blissey always uses max Def and Steelix always uses max SpD. (You might view this to be because Blissey's SpD and Steelix's Def are already good enough, so they can afford not to invest in those stats.) As sumwun mentioned below, Pokemon with extremely high HP compared to their defensive stats can actually make proper use of 252 Def / 252 SpD, too. The more balanced your Pokemon's stats are, the less important stats are as a factor and the more your decision will lean on other factors.
  • What moves are you using? Pokemon that have moves that boost a defensive stat, e.g. Bulk Up and Calm Mind, often put EVs into whichever stat is not boosted by that move. For example, Bulk Up Corviknight often invests in SpD even though the standard set invests in Def.
  • What Pokemon are you using on your team? If you've got an OU team that is particularly weak to Chandelure, for example, then you might be more tempted to use SpD investment on your Toxapex, because you'll be depending on Toxapex for that matchup.
  • Is Speed important? Particularly for Pokemon that don't have great defensive stats but still fit a utility role, it is a major consideration to invest in Speed instead of a defensive stat. Some examples of this include Alolan Ninetales and Whimsicott. Even for Pokemon that aren't fast at all, it's sometimes worth having some speed to move before a key threat and make that matchup favourable to you.

This is probably not the simple answer you wanted, but hopefully it's insightful to the fact that you can use any spread on any Pokemon if the situation is suitable. Here are some answers I've written in the past about how to spread out your EVs, which might help you a bit more:

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High HP Pokemon like Chansey and Hariyama are sometimes better with 4 HP/252 Def/252 SpD.
Huh, looks like you're right. 252 on either defence is marginally better than 252 HP / 128 in either defence on Hariyama, at least. I think Chansey should go for absolute maximum physical defence either way, but in any case, I'll update this answer to be slightly less absolute.