It's actually this, which I created using two separate windows one over another. While it looks good in 3D it's a pain to display them properly in plan view because they overlap. Anyway, it's a work around, but I would have liked to have more control over creating complex windows. https://i.gyazo.com/ef9fbb6dc6c4bdba1dec6cf77e52bf9a.png
You can do that with Infinite Openings: https://cadswift.com.au/products/Infinite-Openings.html
I know its a 3rd party tool and has a cost but the benefits far outweigh the expense.
Creator of Cadswift's parametric GDL libraries
Creator of Infinite Openings and Component Catalogues
Push the envelope & watch it bend
website: https://cadswift.com.au/
YouTube: https://www.youtube.com/user/CADSwift/playlists