I'm pretty sure it's allowable but it may lower your entrance score and your overall level of difficulty score. It's DR129 in the USEF rule book but you find an actual FS test sheet more helpful because they are very specific to what you can do and what you can not do for each level.
I've seen horses enter at the walk but I've personally never seen them continue at the walk after the halt. In each case, the horse halted at G and all of these tests were some years ago before the scoring for the entrance was changed. You can break up the walk in the test. In my daughter's 2nd level FS, the free walk is performed and then the medium walk is performed but there is canter work between the two. Just keep it interesting.
Ive done it (walk entry, halt, extended, then collected walk) and scored 9's on both walks on multiple occasions, even the occasional 10 . My choreography for that freestyle probably averaged an 8 over the 2 seasons I used it and I got several comments about the walk work being unique, well planned and shown, ect.
Ps I had AWESOME walk music too. Every beat matched not just elevator music like is often seen and was made from 3 songs to "tell a story".