If the receiver is capable of operating into a 4 ohm load without engaging the protection circuit, it would be rated for 4 ohms. Manufacturers are prohibited from specifying power into a load that engages protection during compliance testing. So, it's practically guaranteed that this particular receiver cannot sustain power into a 4 ohm load.
Now, you say you have in-wall speaker wiring. That tends to be long length and would typically add some resistance to the load the amp sees. As wiring is a purely resistive load, it would tend to increase the amp's stability.
With speaker cabling, inductance is the major area to minimize, as high inductance makes some amps unstable. High capacitance isn't usually an issue, but some types of speakers with unusually high capacitance (such as electrostatics) can cause some types of amp to become unstable. Not likely your issue.
Check a review where they perform measurements on your particular speaker. Look for load impedances below 6 ohms. If they exist, that could be the essence of the problem. Also look for phase + low impedance combinations that would make a load difficult to drive. It's more critical at low frequencies, where the program material (music) would require larger swings of power from the amp.
In the end, I agree with those who say return the unit while you can, and either try a different sample of the same unit, or a different one.
