Hi Marie Joe
You need to use Generic Model Face based family for the voids. In this family you can define the void to cut a "Host" which in this case it is the face you place it on. Only those voids can be used/nested to cut other elements in the Family Editor Environment.
The family editor will not see the void as a cutting element/geometry when it is created using the regular Generic Model to create the void then nested into the parent family. In such case the void will behave literally as "Nothing" ... see screencast below