You can. Problem is that one side or that volume you are trying to PP through the wall is somewhere inside the wall. So from the surface, you may be trying to PP it through but then it flips and disappears and appears on the other side.
Right click the wall > Hide and PP your volume. Then go to Edit > Unhide and unhide your wall. Note that it's grouped (probably multi layered) so if you want your PP'ed volume to interact with it, you'll need to edit it (or all the groups) first (or copy the volume into the groups)
multi layer wall test1.skp