Not that you asked, but my favorite strategy with the Huntress is to turn a Scroll of Upgrade into a Scroll of Enchantment and enhant the bow as soon as possible. Getting a good enchant (Elastic and Grim are my favorites, though lots of people like Projecting) early can make a run easy.
I'm sure it's just user error, but I've trouble getting the shot lined up through the wall - the arrows often seem to hit the wall instead of going through. I haven't tried projecting bow in a while.
Iirc, you should be close to the wall when shooting (1-3 tiles?) otherwise the arrows won't go through. There's also a maximum range that arrows can reach behind a wall though I can't remember exactly how far. Probably somewhere around 4 tiles.