On one hand from a political angle I would dare him to do this because it's so fukking self destructive I'm kind of curious of the outcome.
The Senate would draft up a veto proof bill so fast to reopen the government. Because the whole supposed point is to get money for the wall. But if he gets the money and still refuses to open the government, then there is no other way to view this as being anything but vindictive.
This would be a massive win for Democrats politically. Of course the country will fall apart in the process