Although pyrocantha could be trained to the growth habit you want, it will take alot of work to get it going and constant maintenance. If it is planted at the top of the wall, by the time the limb gets long enough to bend over and down the wall, it is going to be about 3/4 inch thick, which is going to take masonry eye-bolts and heavy wire to hold in place. And once you get it there, it is going to keep trying to grow back upwards, hence the constant work to keep it looking good.

Have you thought about Virginia Creeper or Boston Ivy. Both are native vines that have good fall color. The Virginia Creeper has a finer texture than the boston ivy. Some english ivy thrown in to provide winter green would be nice too. Because these are vines, they will be easier to train down the wall.

What you are trying to do with the firethorn is a form of espalier; you may want to look that up to see what is involed in making a plant defy it's natural growth habit.

Good luck

Here is a link that might be useful: Boston Ivy-Wikipedia

Cotoneaster dammeri will grow down a wall without training if planted along the top. Same family as Pyracantha (Rosaceae) evergreen with little white flowers and berries, though not as spectacular as Pyracantha.

Here is a link that might be useful: Cotoneaster dammeri

yes, I would second cotoneaster.