Is it possible to combine bodies in a structural system?

I'm trying to build a metal structure using hollow sections, with four small tubes extending from it. My goal is for these tubes not to be simply welded onto the surface of the beam but to pass all the way through it, making the system more robust.

The problem is that the only way to have the tubes go through the entire beam is to skip the corner treatment. However, if I do that, the structural analysis gives me incorrect results. I've tried merging the protruding tubes with the structure, but I don't think it's possible.

Does anyone know how to solve this?

Thanks.