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A small patch is rolling out for Pokemon Scarlet and Violet to resolve a pretty big issue. If you have been unable to catch Walking Wake or Iron Leaves, with this newest update, the issue that caused Trainers to catch an Egg instead should be resolved.
On this page of IGN's Pokemon Scarlet and Violet wiki guide, you can find a breakdown of all the small and major bug fixes making their way into Pokemon Scarlet and Violet in Patch 1.3.0.
If you caught an Egg instead of Walking Wake or Iron Leaves in a Tera Raid Battle, you might have been affected by a bug. After updating to Patch 1.3.0, you should now be able to catch Walking Wake or Iron Leaves in Tera Raid Battles.