i was looking at this page here:
and apparently these “additive/subtractive” only works on other Brush Objects. So it might not work if your walls are not already brush objects
ALSO, something i noticed (and this is mentioned in that linked page) is that you need to create this from an EXISTING ATTITIVE SHAPE.
so when I just tried it out on my UE4 v4.19.2, for kicks i placed a subtractive box shape in the field, then an additive box shape, but this did not do anything
HOWEVER, if i DUPLICATED the element within the viewport, by clicking on the object and dragging on an arrow while holding down
alt, then it actually did something to the additive box
this is just something i noticed, not sure if this will be helpful for you.