The only way I found to do it was to create the shapes in vertex room and do not empty them. Off set them to make each easier to sellect, then start connecting each to the other, align, empty and add thickness. It takes a while and allow for multiple undo's. What about making the center negative shape a boolean cut out? Create the center cut out in the vertex room, save the shape ( after adding thickness, like a cookie cutter ) - save as a .obj and import again to use as to cut from the other shape.

Never Give Up!