I was trying to create a different version of a stylized archway. I used a couple of bezier curves to get the basic shape then borrowed some of the shapes from the original archway. I got everything lined up, then joined the mesh created from the curves to the shapes from the archway. Then I painstakingly went thru and connected the shapes to the curve and then used F to fill them in. Then I removed the original shapes by separating as I wanted holes there and tried to solidify the results. Oh lordy, I did something very wrong somewhere because this is not what I was expecting. In the video, I show my mesh and what it does and then the original exhibiting the desired behavior.
The problem with this mesh is it's mb its topology in order to fix that, first go into edit mode and select all faces and then press shift+N to calculate normals, then try pressing alt+M and selecting merge by distance for removing double, if that still doesn't solve the problem then apply a remedy modifier above solidify (you even remedy manually or by some other add-on). Try these one by one or all at the same time.