Why do you have to say anything at all? You can't stop him from lying, but that doesn't mean you have to back him up.
If someone asks YOU how he broke his hand, you can simply refer them to him. Let him answer the questions--he's the one with the broken hand.
I think you are right to be concerned about the wall-punching.
I suggest that you try Al-Anon if you haven't already done so. Your instincts that you shouldn't lie for him, and that you shouldn't have to tolerate wall-punching, are right on. In an Al-Anon meeting you don't have to have any secrets--that in itself will give you a lot of relief. And you can learn some other tools that will help you keep your head clear so you can make good decisions for yourself in this difficult situation.