According to Genealogisches Handbuch des Adels & Volksbund:
Gustav Adalbert Karl Max Ernst von Wallenberg
* 02.08.1884 Klötzen/Kreis Marienwerder/Westpreußen
† 26.04.1945 Reservelazarett 112 Berlin (gefallen)
there, it is claimed that he was Oberst i. G. and (later) Volkssturmmann. He received the DKiS on 10.01.1944 as Oberst i.G. z.V. and Chef d. Gen.St. LXXX. AK.
A promotion to Generalmajor is unknown to me as well. Being killed during the battle of Berlin is quite an unusual turn of events for a high–ranking officer — I couldn't find any ties with the Widerstand. Apart from those, Wallenberg was Erich von Falkenhayn's nephew and worked as Geschäftsführer of the "G. v. Pachaly's Enkel" Bank in Berlin.