Hi,
The best practice for placing wall cutting windows is outside of the wall components they are placed on and you could then group both the walls and the windows into one group or component.
At the moment if you group all the windows into a separate (windows) component all the dynamic openings will close up, or break. One things you can do is 'unlink' the dynamic openings from their wall cutting component. This will break the wall cutter openings so they are not dynamic anymore.
To do this, open the wallcutter options (blue C icon), select a wallcutter component and hit the 'Unlink' button.
Perhaps in a future update we may figure out how to make openings remain dynamic no matter in what context they are located.
I hope this helps.