I don't think Wall was for Balrog, though I suppose it's possible.
I think Pitch and Mail are really clever. Like, I would not have thought of those meanings for those words. And I wish I knew Cayvie a little better, because either (A) she is also clever in that way and you are clever for figuring it out or (B) she is not thinking that way (and I promise this is not a diss, again, if it were me this is where I would be, just different people's brains work differently) and she's now going "oh shit, I totally didn't think about that". So those two are high risk/high reward. I think Pitch is this way moreso than Mail.
Electric is one where, again, a certain kind of person would really easily make the leap from defense to fence to electric fence.
Tie, I think, is too clever by half -- no one would expect someone else to get there. And Dice is similar.
I would put Web in that category too if not for the fact that we had also ID'd it as a LoTR reference, which makes me more inclined to pick it.
Still and all, gun to my head, I pick Mail. I think it's the most straightforward association with Defense of anything that's left, as long as you assume that Cayvie went the chainmail direction with it, which I would not have, but you did.
So that's where I am. If I had to rank them:
Mail
Web
Pitch
Electric
Dice
Tie
{Wind, Kiss, Witch, Comic}