I think this is incorrect. E+ will assume you just have a large roof/ceiling surface and will calculate heat losses for the zone for that entire surface.

To do what you want, so, you need to add a shading surface group, and add surfaces in there: you can assign the same construction to those.

there. You can just add a Shading surface group, then group. Then go into your zone to select all your overhangs, cut them, go back to the shading surface group and do 'paste paste in place'.place.