You need to work in the order create solid, and then subtract with a later solids. the subtraction is from all existing solids. For your example you would need to create sketch b, extrude it into solid B, and then create sketch a and extrude it as a difference, where it is subtracted from all solids that overlap with it.

You could try cut and paste, cutting the whole sketch, deleting its group, and the creating a new group and pasting. This seems to work fine, so long as you delete the unwanted group before pasting.