That's what I have found out too, alemanda. Splitting it in half will allow a hole. You can't make a hole inside the curtain wall boundaries, but you can subtract any fill shape stretching from outside of the boundaries. It's done in section view. (Please see attachments.)
It is not so neat you probably wanted, but I believe thats the only way without using SEO (
Solid
Element
Operations, which is called Boolean Operations in some localizations, t.ex ITA and FIN, I can guess).
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