transparent vertical and horizontal glass square

[UbuntuBirdy]

Is there really no way to cut objects, or to at least make them invisible partially?

No, there is no way in SH3D for what you wish.

[Gildaniel]

Without seeing the shape of your roof its hard to be certain, but it does sound like you need to use a wall, set its width and height to suit, then position ANY window with the dimensions matching your velux, export > import, set its angle, make the window invisible and then position your velux. You may need a couple of attempts at the wall height as this shortens as you angle it.
Good Luck

Mike

It's a great idea!
We can use "Copy as new furniture" tool instead of import/export (http://www.sweethome3d.com/support/foru ... _offset,11)

So:
1. Draw wall and put window in it
2. "Copy as new furniture" and paste, now we have vertical roof with window
3. "Change furniture" -> rotate around X or Y to ajust needed angle

Now I thing it would be more easy to make roofs not from boxes and triangles, but from walls.

Trianle hole for complex roof forms is here http://www.sweethome3d.com/blog/2014/10 ... _wall.html
If you need equilateral triangle just put two of them near, one mirrored