If you select a door/window and wish to edit it in CINEMA 4D Exchange, then only the selected door/window will be transferred as editable.
When such a door/window returns from CINEMA 4D Exchange, the original opening in the wall will be removed. You must place a new empty opening manually. The new GDL object will be placed in the same position as it occupied in CINEMA 4D Exchange.
If you edit two doors/windows at the same time, they will return as a single GDL object even if they are in separate walls.