Hmmm... as far as I know, this can't be fixed, it's a GTA SA bug and it's always been like this.
When someone shoots, the game only checks for obstacles in the aiming trajectory. Some weapons, like the shotgun you show in the video, have a high recoil and bullets can take different paths. These paths aren't checked for obstacles, and that's why some bullets can go through the wall.
Casper was probably shooting at the edge of the wall, so the path was "clear", that's why some bullets were allowed through the wall.
