Voids don't have visibility properties. They are there, or they are not, no in between.
You need to approach this from the other side. Create the largest void, and fill the wall with different masses for different detail-modes.
Unfortunately in standard families, you cannot join the infill with the wall, so you get separation lines between the wall and infill.
There is a trick however that might get you the result you're after.
Create a shared Wall family using this post (https://forums.autodesk.com/t5/revit-architecture-forum/model-in-place-component-convert-to-family-c...). Nest this wall family in your door / window family and make sure that the material of the wall (in the project) and of the mass in the wall-family are the same. The nested family mass visibility can be regulated by Visibility Settings.


See example family (Revit2017)