The last sound the driver hears is the sound of a car horn
that has a significantly higher pitch than the horn on his car.
Look at it in two pieces:
Piece #1:
The sound comes out of the car horn while the car is approaching the wall.
So the wall hears a sound with a higher pitch than the actual horn, and the
wall reflects that sound back toward the car.
Piece #2:
The car is approaching the wall, so the car hears a sound with a higher
pitch than what actually left the wall, which was already higher-pitch than
the actual sound of the actual horn.
So the sound is shifted up in pitch twice by the Doppler effect, once in
each direction.
The frequency of the echo is definitely higher than the frequency
of the sound actually radiated from the horn.
We can also go a step farther in our analysis of the situation:
We can confidently predict that even though it hears the horn,
the wall does not move out of the way.