Lockers:
This is not a layer issue, but a Story or Floor Plan Cut Plane issue. In the Wall's Settings dialog box, make sure that the
Home Story setting is to the Current Story, the
Show on Stories is set to Home Story Only and/or the
Floor Plan Display is set to Symbolic, any of these settings can cause this warning to appear. Generally, alt-clicking (or opt-clicking Mac) an existing wall will pick up its settings so the wall you create will behave as the existing wall.
David