Block water by filling back in a ramp

To answer your first question, yes, all creatures can move diagonally.

Your underlying problem is with the order of the designations. Dwarves operate on a Last in First Out system (LIFO) which means that for squares, if you, intuitively, mark all four walls at once, you'll get one corner (if you went clockwise) or a variable amount (if you went horizontal -> vertical or vice versa) that can still be less then four.

Once this has happened, you must deconstruct walls to reach the corners, as construction can't happen diagonally.

Prevention of this is actually pretty easy as long as you're aware of it: simply build corners first, either by not assigning other construction jobs until the corners are complete, or by suspending one or more adjacent wall constructions until the corners are complete, then unsuspending them.

Right.

Firstly you need to kill the goblins. You can't finish anything until that is done - As others have suggested marksdwarfs are the way to get this done. Even an untrained marksdwarf may hit something sometimes so make a squad and just tell them to station on the floor above. They will fire through the holes and eventually kill all the goblins.

Once they are dead, you can build your hatch and be happy in the fact the goblins are now doomed.

Personally, i'd make a ramp and have the hatch a floor higher, so they drop 2z levels into the water - the first drop will stun them, and you'll be able to fill it to 7/7 and make sure they drown without them climbing back out :)