This one's be doing my head in for years and I haven't got round to troubleshooting it or submitting a bug because it's usually a last minute thing and historically I've just ended up just not presenting drawings how I want to present them.
What I find is that the attributes of wrapped wall components ("External Wall Detail" and "Internal Wall Detail" in the door and window tools) cannot be controlled by Class overrides.
Worse still you can't get around this by just changing the attributes of the original wall. This is because wrapped components take on the attributes of the wall *at the time* of being inserted into the wall and that's that. It's remains like that no matter what you change the wall attributes to.
To change the attributes of the wrapped components you need to update the attributes of the wall and then remove and reinsert the windows/doors to take on the new attributes.
Test file attached. If you've found any other way around this I would love to know it. Even if it's some way to reset all the windows at once without having to remove and reinsert them.
test-file.vwx