@aliceFR5ZA
Depending on the slicing software, very thin and small elements may be automatically discarded between the file output from Revit and the import process without any specific warnings. I suspect that this is happening in your case.
If it is so, you will need to modify either the Revit families (in a work copy) or post process the output file before importing into the slicer software. Depending on your 3d printer, you will different minimum dimensions for geometry. In the case of windows and door to be printed as solid, I would suggest you modify the families to add an additional thickness towards the inside of the exterior wall.
Alternately, if you don't have many opening, you can model some in place masses on a separate workset to replace the disappearing geometry in Revit or open the model in a more straightforward modelling program and manually "thicken" the geometry.
For my resin 3d printer, the recommended minimum thickness is 2mm for large vertical planes and 1mm for small door sized parts. Your screen capture seems to be a filament 3d printer which may have different minimum thicknesses.
Hope this helps,
-luc
