I encounter the same problem with models created in SketchUp from time to time. There is a video on Youtube explaining the basic procedure to solve the issue but I cannot find it at the moment. It was done by drawing additional lines and connecting the edges of the windows to the edges of the wall face of the house. The tricky thing is you don't know which line eliminates the red lines so it is a case of trial and error. A line in the wrong place may cause other edges to open.
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