It says that Malphite's ult should not be stopped by anything other than his own death. I read the extra ability details too, and I don't get why the following happened: I was charging at an enemy Ryze, but J4 ulted me, and I my charge stopped way short as I hit the inside of his arena. I heard that any sort of displacement move (shadow dash, tryn's spin) can get me through thin walls of the map. Can Malphite's ult go through walls too? And why did J4's ult manage to stop me? I understand I can take damage and die from it during my charge, but I shouldn't have been hindered by the wall of his ult.

Well, sometimes glitches pop up. They aren't pretty, and they are often not repeatable, but it happens. I hit ashe with an ult the other day, and she just casually strolled away from it. No morgana in game, no banshees veil, nothing of that particular effectiveness in play. Sometimes, it just happens.

Jarvan's ultimate can be passed through as Malphite, since his ultimate does go through walls. The only other thought is that Jarvan's ultimate is a very wide area of coverage, and even though you may have had enough distance to travel across one side of it, if the spell's target area of effect was not far enough beyond the other side of his ult, it would just leave you inside it.

Not just that, but if Shen taunts through Malph's path, or Alistair pulverize while Malph is going by, then the ult will be interrupted too.

That's not supposed to happen. Malphite was laughably bad because his initiation tool was easy to break.