Prepare for a wall of text!
So I was going to practice B3 today for a little bit, but on my very first lap of the day, this same glitch happened to me, through the last divider. I tried to duplicate it, and eventually I was able to do so, and I realized what exactly is happening here (well, maybe just a hypothesis for now): when you bump a wall, it pushes you away from itself, and usually forward along the track (but the push away from the wall is most important here). And it seems like the way the wall bump works is that the game keeps track of where you first touched the electricity along the wall, and bumps you away according to that if and when you do actually touch the wall. So the reason the clip through the wall works, at least in my case on B3 on all 3 of the dividers, Ettore's case on B2 in the octagon divider (I actually tried the clip out here to see if I could replicate it to prove my hypothesis), and a few other tracks I tried, is that the game bumps you the wrong way essentially, INTO the wall, allowing you to phase through. So here are the tracks I've tried and succeeded this wall clip on: P3, K2, K4, KF, B2, B3, and QF (performed just like in Ettore's video). And I'm sure that the clip can work on Q2 as Kaynce said, I just wasn't able to perform it. But notice what all these tracks, with the exception of Q2 and QF, have in common: They all have dividers, or the track splits into 2 directions. This is where I performed the clip on each of them.
So let me tell you all how to replicate it. The easiest place to replicate this clip is on B3 in my opinion, and two of the dividers have health right next to them, so it's easy to try over and over; so I will tell how to do the clip here. Any machine will work, so pick whichever one you want. Now first, drive straight to the first divider, and sit right in front of it. Now, drive into the electricity on the right side of the divider (it works either way, just go to the right for now for simplicity), but don't touch the wall, it'll push you over to the right (away from the wall) if you do. Now, while staying in the electricity, make your way over to the left side of the divider, making sure to not bump the wall, and making sure to not leave the electricity before you get there. Now simply drive into the left side of the divider, and that right wall bump you "stored" just now should push you through the wall on the left side of the divider.
Here's an interesting thing though: you can still clip through a wall even if you don't stay on the electricity the whole time, such as in Ettore's video on QF, and as what happened to me the very first time I performed the clip on accident in B3. I'm not exactly sure how to replicate that, so maybe I'll mess around some more on B3.
Now I'm not entirely sure about the wall clip on QF, but I was able to do the same thing as in the video to replicate it. But then I also tried to do the clip again, this time without that wall bump before driving backwards into the mines, and it still worked. So what I'm thinking is that maybe the lava created by the mines also acts like the wall electricity, which means that perhaps a wall bump can be "stored" when you touch the lava too (the more I think about it though, the more I think this is not the case). And perhaps hitting a jump pad, and staying in the air also keeps the wall bump stored. Or maybe the clips in Q2 (still need to give this track a decent try) and in QF has to just do with how jump pads themselves work, I'm not sure. The thing about all of these clips though is that I don't think any of them are very useful, if at all. So I don't think this will break the game, just some fun glitches to mess around with, hehe.
Thank you all for reading, and sorry if I'm not very clear on anything 