My solution is to draw a wall within a wall and use the Cut tool to cut one out of the other. This allows the user to create any type of wall desired at any thickness and place it in any location in as many places as they need. To accomplish this, you draw the main wall first. Then in plan view, draw the secondary wall right on top of the main wall. You will get a warning that Highlighted Walls Overlap, which is is exactly what you want it to do for now.
Next go to the Modify tab, and use the Cut tool and select the main wall and then the secondary wall.
This will cut the secondary wall out of the main wall.
To modify the elevations of the secondary wall, either adjust the Base Offset and Top Constraint or go to an Elevation View and simply use the grips to pull the wall top or bottom up or down. The main wall will fill in when the secondary wall is modified.