Thank you for your post.
What I would recommend doing is using the 'Double Masonry' wall type to create the two outer skins, then use the 'Single Masonry' wall type to create the middle skin. This way any windows or doors added (add to the double masonry wall) they will be the correct depth and/or position in the wall. Please note that another opening will need to be added to the middle skin, which I would use the 'None' option in either the Window or Door Tools.
Would you be able to please let me know if this works for you?