Any idea how it got inside there? I can't find a way to do so.

I'll try to find out tonight.

I'm still not sure how this happened. Within minutes of walking in (before I could get the recording started), this smokedevil walked into the wall. I was not in combat with this particular smoke devil. ::reloadmap didn't change anything. After a few minutes, the smokedevil disappeared and respawned a little while later.

*Real time update*
As I was typing this post (without video going and not looking at my client) another smoke devil walked into the wall. 

Here's a video of the smokedevil in the wall, despawning, respawning, then walking back into the wall within seconds.

I don't know how the smoke devil's getting there. Though, the next update won't make him instantly walk back there.