A search reveals other people talking about Wall Of Illusion as though it worked just fine, so perhaps it is only weird with Cone effects. First I used a Wall of Illusion to place three Illusionary Terrain tiles between me and some Flying Monkeys. They stood on the tile immediately on the far side of the wall. Now, my Wizard had two copies of Cone Of Cold, and was standing a short distance away on the near side of the wall (i.e., within the 6 range that would hit the monkeys). I used one so quickly that I didn't fully register there was a problem: a "cone shadow" was being cast by the Illusionary Terrain, even though that stuff is only supposed to block enemy sight. My spell failed to hit the monkeys. Next, the monkeys moved forward exactly one square and stood on the Illusionary Terrain. I used another Cone of Cold and watched more carefully this time. Yup, "cone shadow"; but it's possible that the cone did indeed reach onto the Illusionary Terrain itself (it was hard to tell since the wall segments cover so much of the board squares), so I cast the spell anyway. It STILL didn't hit the monkeys. I have yet to test other Cone cards.