Wall and Bradley Beal combined to shoot six free throws, compared to 21 for Russell Westbrook and Kevin Durant.
Adkins coached Durant his senior season at Montrose Christian.
Beal (toe) and Nene (ankle) left Dallas with minor injuries.
In visit to his home town, Oklahoma City star has 29 points and rallies his tema late, but says of 101-99 loss: "We weren't disciplined at all. We can't have lapses like that."