it is possible to modify stacked leaves on a compound wall.
For demonstration purposes I quickly created this compound wall with block (CMU) stacked on a Concrete plinth, inner faces coplanar:
With Graphic Group (GG) Lock off (in the Icon Locks toolbox or the Locks dialog, they are interlocked) I can:
Note the window perforates both inner leaves.
Still with GG off I can also multiple select individual leaves and do the same thing to them. In this example, lifting the base.
It is suggested that these methods be used sparingly - too many modifications to wall segments could prove unwieldy to manage.
It is worth thinking about the sequence of operations when using these methods.
Approach No1 uses a more complicated method.
Turn Off GG, try to break each of the inner leaves individually and then manipulate each leaf individually.
Approach No 2 uses a much simpler method.
Leave GG On. Break the whole wall. Turn GG Off. Join the outer leaf.
Tip: Do this in Top View using intersection snap, not in the 3D view.