First what was the squirrel that you caught on the roof? female, Male, Female in heat, young adult, nursing, Breeder male? this answer, will set your job on what direction you need to take. the 4 w's that I talk about in my seminars. Everything that has been said above, although may or may not, be true is simply assuming at this point. If the squirrel on the roof was a female showing signs of nursing then yes it can be a squirrel in the wall. a young squirrel say 3 to 4 weeks old is some what mobile, and if the nest was near an opening in the wall, that a young squirrel can get into, then it may fall in, if mom is not coming back, and the young one starts to roam.
Next question I did not see asked was, is the noise at the top of the wall or at the bottom. maybe it was asked and I missed it. If at the bottom, for a day or so, unless someone hears it going up and down or hears it for a while then long time frame of not hearing it, Then the critter is stuck there. It will have to be cut out. If it was a adult stuck at the bottom and dry wall, most likely it would chew out. if it is a young squirrel, then it will be there till it dies. I have seen Young greys 3 to 8 weeks old estimated age live 5 to 7 and sometime up to 10 days in a wall, where mom has been killed or gone.
Another question is if at the bottom of the wall, how did a squirrel get there. Unless it is a older home, with balloon construction, the walls are built with top plates. So there would have to be some sort of entry point in that stud void at the top of that stud section. like a lot of kitchens have the box soffits over the cabinets, or where the duct work is going into the walls from the attic for examples. Chaseways for a better term. In other words before you cut how would a squirrel get there? if it can then think of things that may be out of the box.
Is the noise scratching? as the customer always states, really chewing but who cares LOL or is the noise thumping and running. I am amazed at how many customers, tell me that the animal is in the wall half way down in an interior wall, yet tell me that it is running along the wall. The ears can play tricks on folks. But a critter in the wall can only go 14.5 inches left or right. LOL So if it is moving left and right more than the mentioned then the critter is on top in the ceiling. Exterior wall the animal can be half way down because of insulation.
Is the noise day or night? Greys and Pines day, I will assume fox day, flyers night, mice night. Rats anytime they want LOL
Where does the customer hear the most noise at, when daybreak is close, or right after dark. that will be the nest area, is that near the wall noise. also did the noise start after the squirrel was caught on the roof in this spot or has it been there for a while.
I have at least another page of questions I could ask, before I will even think to tell you what to do. But I am tired of writing and hitting the spell check so this is a starting point for ya. I will say this, it amazes me how for most of us, Grey squirrels are 50 to 75% of our business, yet we treat them as these dumb easy to catch critter one glove fits all in methods and mindsets. I have studied grey squirrel more than Raccoons and skunks, and I have studied them pretty hard also LOL and found in ADC there is no real one size fits all