Unfortunately, I don't believe there is any setting/clean way to manipulate the family to get what you want. It will have to be done in the project. A couple solutions.
1. You can change the "Show hidden lines" option to "All," but this will affect the whole project.
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2. You can change the transparency of walls in the Visibility Graphics to be something greater than 0. I'm assuming this is for when working on a project, so you can create working views and assign a working view template with this setting, than have the actual floor plans in your documentation set use a different view template. I think this is probably your best bet.
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If you intend to show the windows in actual documentation, I would suggestion using the Plan Region tool as was mentioned by the first response.
3. Make the detail component slightly wider than the wall. The window is still being shown, Revit just gives graphic priority to things that are cut through, so the wall is shown "first." As you can see below, it is still showing the detail component that I put in the window, but because the wall is being cut, that is shown in front of the detail component.
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4. Your idea of modeling an invisible element in the family to get cut by the cut plane.