Don't worry about "Walter uses fantasies to escape the constant scolding of his wife" this is the result of the conflict but we are trying to find out the conflict.
In “The secret life of Walter Mitty” The conflict between Walter and his wife is character to character, Walter Character against Walter’s wife character, she is domineering and controlling, while Walter is passive and submissive, in his fantasies he is strong and able to get away from her control.