We present a microscopic first-principles study of the neutral structural domain walls (DWs) in the multiferroic hexagonal manganites, which have been shown to exhibit cross-couplings between ferroelectricity and struc- tural antiphase. We find that, in contradiction with previously proposed models, the interlocked antiphase- ferroelectric domain walls have approximately zero width, and their energy is lower than that of antiphase-only or ferroelectric-only domain walls. Furthermore, we show that the ferroelectric-only and antiphase-only DWs are superpositions of interlocked antiphase ferroelectric (AP+FE) DWs and intermediate domains inevitably exist through the DWs. Our results shed light on the question of why only AP+FE DWs are observed and how the topological defects emerge in polar hexagonal manganites.