A wall is far too close to focus on, you will now have the focus set wrong and the moon will be a blur or worse. Close on a 127 (Mak) will be about 1 or 2 miles away, a wall is just far too much.

The focusing on a 127 is via a small bit on the rear this is a fairly fine thread and will take a lot of adjustment, you just have to keep winding. It will take some time, it all moves slowly, it is not easy to access and you will likely be cold.

Cannot say if you need to turn clockwise or counter clockwise, try both. The piece being moved is inside the tube and picturing what is happening is not easy.

Use the 20mm, but at some time get a 30mm or 32mm plossl.

Not sure where you are (guess not UK), there are 5" or 6" flexible items to replace the small adjuster on the rear, they make life a lot easier.

Also post in the main forum, Beginners Advice etc, more read it and so more answers and usually quicker.

Please post your questions in the main forum body ( Getting started equipment help and advice http://stargazerslounge.com/forum/186-getting-started-equipment-help-and-advice/ )