PARKERSBURG, W.Va. — On Day 20 of the partial government shutdown last week, a small band of federal workers, shivering in 25-degree weather, staged a rally to send what their organizer, Eric Engle, said was a message to Senator Shelley Moore Capito: “We need to end this shutdown. If it takes overriding the president, that’s what it takes.”

But here in the heart of Trump country, that message is decidedly muffled, even in Parkersburg, where the federal government is one of the two largest employers. So strong is support for President Trump, who remains dug in on his demand for $5.7 billion to build a border wall, that even some furloughed workers insist Ms. Capito must stick with him.

“We need the wall,” Jessica Lemasters, 29, an accountant on furlough from the Treasury Department, said over lunch at the Corner Cafe, a few blocks from the rally. “I don’t like being furloughed, but it happens.”