I'm trying to model two thermal zones, one almost inside the other. The attached image shows both thermal zones together and then each thermal zone on its own.

I've modeled the bigger thermal zone as if the smaller one was carved out. To see if this works, i've set all surfaces to a wall material with U = 0, there was no gains or losses. Then i've set some of the adjacent internal surfaces with a glass material, keeping the exterior surfaces with the U=0 material. Suddenly i had losses and even solar radiation.
What can be the problem?