AFAIK it's not possible in the regular version of Cura to create Gyroid infill without holes, as part of the point of it is that it has holes - so that it's permeable by water/air for whatever reason - like you need to be able to get through to dissolve a part of the print made of a material that dissolves in water, or if you need to add strength to something but still allow air/water to go through it.
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Cuq 206
You can certainly solved your issue with the Master release of Cura (4.20.x)
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