Open Up Cavity?

Some advice please.

I am having an internal garage converted to a room. The pillars for the garage door have "closed" the cavity. The new window will be resting on a new cavity wall. Should a gap be cut in the pillars either side of the window to reduce the chance of damp? It will all be plastered but will there be a cold area due to the "solid" wall at the sides of the window?

I hope I have explained this well enough!

Many thanks.