That's right, the corner doesn't get cutout correctly...
Now, there are a few different ways to resolve this. My preference is to create a wall hosted generic model. Then I just create a void in that family, give it instance parameters for width, height, thickness etc... And finally use the cut geometry tool to tell the void to cut the host.
Now I can just load that family into my project place it in the offending wall, use the grips to adjust its size to fit the situation and then move it into place.
Too easy. Advantages? Well its a family so they can easily be filtered, they don't have a huge effect to your file size and its easy to adjust. Plus you can always select them and change them as needed.
For one I prepared earlier use this link:
I hope you find this helpful :)