Shield Wall requires you to have a shield equipped, and be in Defensive Stance. Removing either of those elements can remove the Shield Wall buff.

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Q u o t e:
Shield Wall will cancel the instant you remove your shield (when you equip that 2-hander, in your macro).

At least on live, you can change stances after initiating Shield Wall, and retain the SW buff... but removing your shield will instantly cancel Shield Wall. I didn't copy my Warrior over to the PTR, so I can't test the stance change part of my statement, hence the "at least on live" caveat :)

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You're correct, you can switch stances after the buff is up. You have to be in Defensive Stance to cast Shield Wall, but not to keep the buff. Removing your shield will cancel the effects of the buff though.

You'll want to alter your macro to not remove your shield, but to only shift you back into Battle Stance.