If you're relying on the walkway for water or damp proofing, you're on the wrong path... so to speak. You've got lots of options but if you don't stop the bulk of the water before it gets to the house it'll be a problem later. Water is the enemy. Divert it as far from the problem as possible.
You haven't given us enough information to help you. I'd need a rough site plan showing the slopes out to the best lot low spot and some detailed photos. Otherwise we're just guessing.
The concrete will never be any larger than the day you pour it. Same with the masonry. No "expansion" joints required, however there IS a product that may help you... It's a pvc drain the same size and shape and placement AS an expansion joint, do a search. If you can't stop the water before it gets to the wall, all you can really do is make sure it goes away really fast, and though I've only used it once, it handles a LOT of water if you keep it clean. Install per instructions over FULLY MECHANICALLY COMPACTED CLEAN GRAVEL, OVER FULLY COMPACTED FREE DRAINING SOIL ONLY, GET THE EXPANSIVE CLAY OUT OF THERE... then caulk the l.s. out of it with commercial grade, urethane self-leveling, thixotropic caulk. Don't cheat... No bond breaker necessary.
Put a foot or two of clean stone under the "slab" to the site drain. Line the excavation with filter fabric.. it's cheap. Then install filter fabric OVER that stone and then decorative gravel over that. 4" ought be good. Run a plate compactor over it til it rings. Then, instead of the concrete/PVC, the whole walkway becomes your drain. The more I think about it, do that.