Using SDS, which I do not have, you would want to save/copy your geometry at each step before doing a major transformation. I think it is: form a cuboidal proxy/primitive, save make a copy or group or component and move it out of the way, so that you can move to the next level of complexity. Perform the subdivision and or smoothing to some level, save this as a group or component, then proceed with another level of subdivision and or smoothing if necessary. I am not sure if the form shrinks smaller each time.
Whatever you do, you need to start with a fairly "large" form so that tiny triangles do not disappear.
I started with a 2d amorphous closed curve on the xy plane and pushpulled it up to a thickness of about 10% of its "diameter".
If you make a component of the form you can copy this and scale the copy independently say up 10%-15% maybe use TIG's Centroid plugin to locate the geometric center and move the two examples to this centroid to form the double walled figure. Otherwise, set up some reference lines for defining the centroids. The channels connecting the chambers are another matter to contend with.
I know this-- if you are fairly new to the program, you have not yet developed expectations or predictions of the results of your modeling actions. In other words, it does take time to learn the idiosyncracies of Sketchup, let alone SDS.