Impossible to assess exactly what's going on from that long distance photo. But my first suggestions would be: 1) you need a more pronounced diverter, and 2) you need to be sure that that long, brown strip along the roof line is fully caulked for its whole length.

It's also not clear if there is an eave above protecting the gutter end but, regardless, you are likely to have some problem whenever there is wind-blown rain against that wall.

Thank you kudzo. That brown copper flash is caulked all the way down. Hard to see in pic. The water just gets behind the gutter that hits the wall, even though it’s diverting it away. Have you ever seen people caulk the gutter that runs into the brick?

Sure...there would be no harm in that. I'd use a caulk that is specifically identified as a gutter sealant, and I would caulk outside the gutter end, and the seam on the inside where the end cap meets the gutter. If you have trouble getting caulk along the whole inside seam, just use your finger to smoosh it in. Also, make sure that the area you are caulking in is clean of debris and bits of crap before doing the caulking.

does more water come off that roof, than the gutter can handle? If thats the case, I would caulk it by the roof, and also put in another downspout with a line to run the water away from the house, not far from that corner.