Terraria – Wall of Flesh didn’t make a box

If you are on the left of the exact middle of the map, he will go the left toward you, and vise versa. Possibly try looking both ways when trying it.

(The following info pertains to the PC version, though it may also pertain to the console version as well.)

The Warrior Emblem, Avenger Emblem, and Destroyer Emblem absolutely stack (quote taken from the Destroyer Emblem wiki page):

Note that the Destroyer Emblem, Avenger Emblem, and Warrior/Ranger/Sorcerer Emblem all can be equipped simultaneously for a stacking damage bonus.

These also stack with the fire gauntlet and mechanical glove. However, consider using the Celestial Stone in place of the mechanical glove, as several of the end-game class setups for melee builds use this accessory combination for maximum damage.

By the way, if you get the Menacing modifier on each accessory, it's an additional 4% damage per item! Combined with a Terra-Blade, you can rack up some ridiculous damage per hit.