This paper investigates the flow dynamics around a square finite wall-mounted square cylinder of two different aspect ratios (AR=H/D=6 and 10, H and D are the height and width, respectively) under six boundary layer thickness (δ/D=0.5–4.0, δ is the boundary layer thickness) using the improved delayed detached eddy simulation turbulence model. The Reynolds number based on the square cylinder width and incoming velocity is Re=1.4×104. The aerodynamic force, surface mean and fluctuating pressure, wake closure length, Reynolds stresses, turbulence production, and the anisotropy of turbulence are analyzed in detail to investigate the effect of AR and δ/D combinations. The Q-criterion vortex identification method is adopted to identify and classify the vortex structures of different AR and δ/D combinations. The parametric diagram based on AR and δ/D to predict the dipole/quadrupole wake structure proposed in Yauwenas et al. [“The effect of aspect ratio on the wake structure of finite wall-mounted square cylinders,” J. Fluid Mech. 875, 929–960 (2019)] is refined based on results of the present study (quadrupole wake for AR=6 with δ/D≥1.5 and AR=10 with δ/D≥1.0). The instantaneous space–time pressure distribution along the whole span proves the existence of cellular shedding (AR=10 for δ/D=0.5–2.0), and the spectral proper orthogonal decomposition technique is adopted to investigate the cellular shedding phenomenon and its distribution. With the increase in δ/D from 2.0 to 4.0, the cellular shedding process is absent, implying the inhibitory effect of increasing boundary layer thickness on the cellular shedding.