I assume with "Shell" you mean the outer region, that is a hollow solid.
When you have the big shphere, create a datum plane through the center and a datum axis. Then create a solid region based on a revolution and select the plane as sketch base. When the sketch is done and you define the rotation angle, activate the option "Keep internal boundaries".
Another option is this:
Create the big part and the other small part. Position their instances within each other. Then do a merge and activate the option "Retain intersecting boundaries".