Disconnected bodies found. AutoWall requires all bodies to be connected. Do you want to continue?
Such message generally implies that bodies (volumes) are not connected (disconnected mesh). E.g. in the picture below, even though element might appear to be connected, they might be not be.
Connectivity can be checked by using the “Interface Surfaces” tool.
This will create one body, by connecting all selected volumes (bodies).
After meshing unmerge can be used to get original volumes (bodies). e.g
e.g. From 1:28 in the video SL 2110 Conjugate Heat Transfer in a Mixing Elbow - Altair