I had almost the exact same issue and found this thread while searching for a solution.
In the end, for me it turned out to be a problem with my 3D model. The main body (the one you show in yellow) was intersected by the smaller bodies but there were no actual holes cut from it. My two bodies were just occupying the same space. I am using Fusion 360 and solved the problem using the Combine tool, selecting Cut and Keep Tools to punch holes through my main piece using the smaller bodies as the tool.
After that, re-exported the .stl files, opened them in Cura, merged them