Unfortunately you can not split the wall across stories.
You will have to modify the wall to be a one story wall.
Then you can:
- Copy and paste from one storey to the next in plan
Multiply the wall vertically in the 3D window
Elevate multiple copies in the 3D window
You might want to ensure that the
"Set home story by elevation"
box is ticked in the multiply window to ensure the wall goes to the correct story.