I understand your request, but there is no compatible way to store these settings in a DXF file.
A layer in DXF definition has only one color.
There is no need to place the bounding object and the fill on the same layer.
Use separate layers for lines and fills, then you have a compatible solution.
E.g. name the layers 'Wall_bounds' and 'Wall_fills' or similar and apply different colors and line styles as you need.
I see this as an advantage, as you can disable the fill layer and still see the bounding objects.
And when you disable the bounding layer only, both, the bounding objects and their filling will disappear.
Also, you can save the 2 layer objects as blocks and then easily insert them from block list or library browser.
This way I see no drawback and not much extra work if at all, for having a compatible solution.
Armin
investing less than half an hour into Search function can save hours or days of waiting for a solution