Hi everyone!
After looking up countless tutorials, guides and spending a whole day (with breaks, of course ) experimenting, I gave up and decided it's time to ask for help. So this is my situation:
I'm trying to create this nice staircase as shown in this picture:


explanation:
A = area that should be covered by a wall (same as the full-length stairs would be)
B = a walkable surface that would lead to a balcony or similar
C = should be somehow connected to a wall sized 1 level

Now I face 2 huge problems, which I just can't solve:

1.) Whatever I try, I just can't fill section A nicely. It either fights with the 2 section wall (because it's only 1 section wall) or I get this hole:



2.) I can't find a way to connect 2 section walls with 1 section ones (C), not even the floors want to stick together - they perform all sorts of stunts in order to avoid touching ... I have a hunch I'm trying to achieve something impossible, but can't hurt to ask here if there is a way to do it.
Since I'm trying to implement this staircase in an already built house, I can't just add another level of walls to easily solve the problem. The house has a foundation, but I have so far not found any way to abuse it for my purpose to act as the lower half-wall.

The only way I managed to create this staircase and successfully putting it in the rest of the house was by not using half walls. But by doing so, I had to sacrifice the area marked with B. But I'd really like to keep that part.

Any ideas how to solve this mess?

Delete the bottom set of stairs and activte constrain floor elevation to fill the gape under the landing :D

Won't that just bump the upper wall back up? And this doesn't help me with the main issue (2.)
Sadly, I can't really put your advice to the test, I will try it out later today, to see if I got you right.

To get problem zone A to work, you need to use the automatic stair sidewalls, not real walls. This requires that you build inside a room completely enclosed by walls (otherwise stairs will not generate those auto-sidewalls). So, enclose your entire construction within a 2-level box, then fill the lower level of part A with walls, then delete and rebuild the frontmost stairs on top of part A. They should have side walls now. Only the bit underneath the landing you need to use normal walls for.

hebl,

1. For area 'A', I found this trick to control the walled-up stairwell area - as you found out - the auto-walls for staircases are not guaranteed to work 100% of the time

   1. build your walls to enclose the stairwell (marked in green outline in pic)
   2. this would raise the floor-tiles again; flatten the landing except for the 1x1 tile in the corner marked in red
   3. when you place the stairs, it will flatten out all the tiles and also take care of the 'hole' problem

   
   
   
2. Area 'B' will always contain slanted tiles; that's the way the game is. As suggested by others here, wall-up that area to hide the slope or build your balcony 2-tiles away.
   
   
   
3. If you want 'C' to be a full wall (16-steps height), I'd suggest that you don't CFE the whole level to get that 8-steps-high walls (ie you'd end up with warped walls).

Thanks for all your help
I've tried both ellacharm3d's and plasticbox's solutions and I think I will stick with the former, since it solves the problem with the second problem.

As for the slanted tiles - I've found a quite nice solution: I enclosed the complete thing with a wall that's 1/4 sized (4 stairs) at the top end. It does screw up the floor above it, but since I don't use it and the roof above is more complex, it creates no problems at all =)

Thanks again for your help, folks and I hope everything will go well from now on.