Jelly, 36 35 34 bytes

_3”-ẋ“|+“ ||”j
:2⁶ẋ,`jÇŒḄḊṙ:2$sṁµY

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Builds a nighter the other way around to the examples like:

+---- |
|     |
| ----+
|     |
+---- |
|     |
| ----+

How?

_3”-ẋ“|+“ ||”j - Link 1, walls+turn/exit: n    e.g. 7
  ”-           - literal ['-']
_3             - n - 3                         e.g. 4
    ẋ          - repeat                        e.g. "----"
     “|+“ ||”  - list of strings ["|+"," ||"]
             j - join                          e.g. "|+---- ||"

:2⁶ẋ,`jÇŒḄḊṙ:2$sṁµY - Main link: n             e.g. 7
  ⁶                 - literal [' ']
:2                  - integer divide n by 2    e.g. 3
   ẋ                - repeat                   e.g. "   "
     `              - repeat argument for the dyad:
    ,               -     pair                 e.g. ["   ","   "]
       Ç            - call last link (1) as a monad
      j             - join                     e.g. "   |+---- ||   "
        ŒḄ          - bounce                   e.g. "   |+---- ||     || ----+|   "
          Ḋ         - dequeue                  e.g. "  |+---- ||     || ----+|   "
              S     - last two links as a monad
            :2      - integer divide (n) by 2  e.g. 3
           ṙ        - rotate left              e.g. "+---- ||     || ----+|     |"
               s    - split into chunks of length n
                                               e.g. ["+---- |",
                                                     "|     |",
                                                     "| ----+",
                                                     "|     |"]
                ṁ   - mould like n (i.e. repeat to fill)
                 µ  - monadic chain separation
                  Y - join with line feeds