I have had an attempt at what you want to achieve and here is how I would achieve it.
There are two walls, interior and exterior.
The interior walls are story specific and have the windows.
The exterior is full height over both floors with wall is set to show on all relevant stories and set to cut only, this allows you to run your arch into the first floor but with cutting planes means it will not show up on the second floor.
The exterior wall has the empty openings which will get aligned to the windows behind in an elevation view.
The band is just a slab.
Hope it helps. If not, well, I had fun modelling it.