I would think even a Thz signal through a wall is still trillions of times above any quantum limit.
Still, now you've got me curious and I'd be grateful for some proper boffins to elucidate us further: if you have an transmitter emitting single photons in an isotropic antenna pattern, could they still be received by a receiver even though there is no "wave" to speak of? Even if part of the information is going in another direction? There is some proper double slit-type weirdness going on there.