Ball exercises against the wall help, but it really depends on how you do them - if you just throw it at yourself in a predictable way you end up getting used to the pattern and you don't actually improve real reflexes! What works better is varying things a lot: weird angles, double bounces, having the ball hit you without warning. You can also get someone to throw the ball at you from different distances and heights, or get into a game where you have to make saves without knowing exactly where it's going - that actually trains your reflexes because your body has to react without anticipation. Lateral jumps and core stability work matter a lot too, because quick reflexes don't mean anything if your body isn't ready to move!