Unadopted road walled off by neighbour?

You say it's a private road. Unadopted just means not owned and maintained by local highways/local authority. Unless common-land this private road will be owned by someone.
(1) If your neighbours purchased in Oct 2020 Land Registry details may not yet have been updated....taking up to 12 months currently.
(2) You can download yours and your neighbours title plan cheaply and should show ownership of this adjoining "private road".
(3) Check your purchase documents ie Deeds (now title register) Property information Form and supplementary questions your solicitor should have raised ie re right of way or use of this adjoining "private road". Land Registry may have other documents registered with the title you can request copies of.
(4) Who has maintained this adjoining bit of "private road" eg filled in potholes
(5) Speak to the Land Registry re ownership if unclear.
(6) How long have you lived in your house and used this to facilitate egress/access?

If you don't own this adjoining land, jointly or severally, and it's your neighbours land then probably nothing you can complain about and their land is to do with as they wish.
And it would be obvious it was you complaining if you're the only person affected and very likely you could not remain anonymous.

Hi Louise
For how long have you and the people from whom you purchased used the area in question to make 3 point turns? You may be able to establish an easement and take action to prevent the neighbour obstructing it.
I recommend you see a solicitor who can investigate and can write asserting your rights and demand the removal of the wall.

What an utter and most certainly an increasing mess!
I have watched the same behaviour increasingly over the past 45 years.
I at least had some warning of the one that affected me directly.
Along with my 20 neighbours I received a letter from a solicitor acting from the end neighbour in a row of terraced houses. They intended to move a post at the bottom corner of their garden in order to prevent the rest of the neighbours from receiving deliveries from large lorries at the back of their land. The track had common access to all neighbours.
The properties were inherently high maintenance due to being 150 years old and in a very expensive area (Sevenoaks in Kent).
This would most certainly have gone ahead if I, acting alone, had not hired a solicitor threatening legal action.
The problem immediately went away.
I would be incensed in your position but as has been stated above, you need to talk to a solicitor and expect to pay out some serious, money now as the obstruction has already been created.
This is not just someone exerting their rights. This person is twisted, stupid, or both.
I am currently experiencing the same sort of behaviour and I will be selling my home as a result as my legal position is hopeless.

The legal route above is the correct one. Make some basic enquiries of your own via the land registry and get the help of a solicitor.

Other issues/angles:

Extending a garden is a change of use of the land for which planning permission is required. Your local authority may have something to say about it.

Meanwhile, the neighbours have created a legal problem which makes the house less saleable, in the short term until the issue is resolved - 10 years or more for adverse possession. So their mortgage lender will be unhappy about it too. They have very likely breached their mortgage terms.

Reply to the comment left by Peter Walker at 06/11/2021 - 08:37
Excellent points! Thanks very much for sharing them.