Please tell more about your issue.
This looks like a punch feature that has a "remove" on at least one face.
This is an option in defining punches.
I would like to add material there where are these holes - to get rid of space in that part ( I've added arrows on photo ), but I don't know how to do it.
Normally this type of elements use a punch feature.
Punch features are sheetmetal part features that have some useful options for this type of geometry.
For your purposes right now, I would say Extrude the next wall that you wish to close the hole.