From shape to solid

Hello!

Is there a possibility to make a one solid from several shapes which probably make closed object? The example picture is below:

I've tried "Stitch Surfaces", converting to surfaces, "Union Feature", "Unite Solids", "Create Region"... Nothing helped, maybe I was doing it not exacly how I should. What is more interesting - I managed to convert similar object via "Stitch". But it is only one exception. The rest of the buildings is not so easy. Any ideas? I would be very grateful if you could help me.