Open the Geometry editor, create a sphere where you want different material properties, and perform a boolean subtract, option to keep tool, and then put the original solid that has a spherical cavity and the sphere into a multibody part using Form New Part in DesignModeler, or Share Topology in SpaceClaim. That asumes the sphere is completely inside the solid. A few more operations would be required if the sphere is only partially inside the solid.
Now the mesh will connect across those two bodies and each body can have a different material property.
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