I would apply the one wall that is most common to your default construction set, and then apply the other wall individually to each surface where appropriate. Think of your construction set like a default, which can be overridden where you need to.

Apply your default construction set to the building, and then on each surface where you want the second wall construction, simply locate that surface in the facilities tab (or in Sketchup using the Inspector tool, if that is easier for you) and drag and drop your wall type to the surface.

You should have two construction sets, or you can also just manually override the default exterior wall as needed by applying a construction to a specific surface. If you use multiple construction sets you can have one assigned to the building as a global default, then you have a number of options for where you assign the second one. You can just assign it to one space, but you also have the option to assign it to a building story or a space type, each of which would affect multiple spaces.

A nice trick if you have a full construction set for the building and all you want to change in a specific area is the exterior wall, is for the second construction set to be empty except for the exterior wall. A surface will keep searching up the chain until it finds a construction for a specific surface type.