Should Terran build bunkers after the wall during 2v2?

Your question seems to be Should the Terran build bunkers as part of their initial wall-in?

If that's your question, I would advise not building bunkers as part of the wall. The cost of building a very early bunker just in case an opponent is rushing is not worth it. Yes, you can salvage the cost back later, but spending 100 minerals on a bunker instead of a depot or 2 SCV's early on will slow down your economy and production.

If you are building a bunker to counter a specific threat, that's one thing. But building one just on the off chance you're rushed is over-committing in my opinion. The rush may be in the form of zerglings or zealots, in which case your bunker doesn't help at all (since you are already hiding behind a supply depot wall). And as you said, some people will see your wall and just head for your teammate, also wasting the bunker.

Should I wall my teammates?

In case it's Terran or Protoss, they can wall themselves.

In case it's Zerg, maybe, you can plan out an abusive strategy if you do so.
Please note that Zerg has an early queen and can produce units quickly so he has defense...

You should focus more on getting map vision so you can see them incoming and gather your armies than on building walls where they aren't necessary, you'll do more bad than good if your wall doesn't allow Banelings/Zealots to pass into those Marines an opponent has sent in...

Nor do you want the wall to be weak due to supply depots.

Should I place bunkers by my teammates?

Maybe, if they get continuous harassment just because the opponent has to push Zerg back it might be worth to place down bunkers at key positions. Bunkers can be salvaged later so you get a full return of your resources, just note that you do miss some resources by sending the SCV there...