It is quite possible to make two solids that subtract to give a non-solid result.
This is because the intersection process can involve tiny edges…
SketchUp regards points closer that 1/1000" apart as coincident and ignores the very tiny edge that would result, as a consequence the faces supported by that missing edge are also skipped, leaving a ‘hole’ in the surface and thereby zero volume for the now non-manifold geometry.
If the CAD imports are drawn to a ridiculous level of detail then their tiny edges could well be causing you this grief !
Two workarounds…
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Draw over the CAD profile with a simplified form for the geometry, that extrudes and intersects better.
Do you really need every little radius, notch and so on ? -
Make your geometry much bigger - I see you scaled your CAD info x1000, but if you scale up the SketchUp objects by x1000 or more then the tiny geometry might be large enough to intersect and give a solid… Search here for the “Dave Method” which involves making a pair of components, scaling one up enormously, editing that, then doing the operation inside its entities-context; when you are done the small [originally sized version] will display the hoped for changes too, and then you can delete the giant-version.
Tiny geometry can exist in SketchUp but it cannot be created directly !