When we push the wall, no work is being done. But we feel tired after
some time. Since energy cannot be destroyed , the question is where
does all the energy get transferred in this scenario.
You need to distinguish between physical effort and physics work.
When you push on a wall and it doesn't move, your physical effort does not produce physics work. That is, you do not transfer energy to the wall. The energy expended is internal. Richard Feynman in his physics lectures explains it this way in connection with holding but not lifting a heavy weight:
The fact that we have to generate effort to hold up a weight is simply due to to the design of striated muscle. What happens is when a nerve impulse reaches a muscle fiber, the fiber gives a little twitch and then relaxes, so that when we hold something up , enormous volleys of nerve impulses are coming in to the muscle, large numbers of twitches are maintaining the weight, while other fibers relax. When we hold a heavy weight we get tired, begin to shake, ...because the muscle is tired and not reacting fast enough.
Note : It cannot be all heat as we feel more tired than standing still
and if it is being transferred in heat then why it is faster than
standing still if no work is being done?
It has nothing to do with heat. Heat is energy transfer due to temperature difference.
As I already indicated, when you push on a wall you do no physics work. But you expend chemical potential energy of your body when your muscle fibers alternatively "twitch and relax" as described by Feynman which makes you feel tired though you are not accomplishing anything. Think of it as internal physiological work as opposed to external physics work.
If you were able to move the wall you would be doing positive work. But still some of your chemical potential energy will be converted into internal thermal energy simply because your body is not 100% efficient in converting chemical potential energy into physics work.
Hope this helps.