Importing mesh created in gmsh

GMSH version is fine. Just uncheck Save parametric coordinates and it should work.

Yes, it is possible. You can modify my geo file as:

SetFactory("Built-in");
//+
Point(1) = {0, 0, 0, 1.0};
//+
Point(2) = {0, 0.2, .2, 1.0};
//+
Point(7) = {0, 0.2, 0, 1.0};
//+
Point(8) = {0, 0, 0.2, 1.0};
//+
Point(10) = {0, 0.1, 0.1, 1.0};
//+
Point(13) = {0, 0.15, 0.1, 1.0};
//+
Point(14) = {0, 0.1, 0.15, 1.0};
//+
Point(15) = {0, 0.1, 0.05, 1.0};
//+
Point(16) = {0, 0.05, 0.1, 1.0};
//+
Circle(1) = {14, 10, 13};
//+
Circle(2) = {13, 10, 15};
//+
Circle(3) = {15, 10, 16};
//+
Circle(4) = {16, 10, 14};
//+
Line(5) = {8, 2};
//+
Line(6) = {2, 7};
//+
Line(7) = {7, 1};
//+
Line(8) = {1, 8};
//+
Curve Loop(1) = {5, 6, 7, 8};
//+
Curve Loop(2) = {4, 1, 2, 3};
//+
Plane Surface(2) = {2};
//+
Plane Surface(3) = {1, 2};

//+
Extrude {1, 0, 0} {Surface{2}; Surface{3}; Layers {10};
}
//+
Physical Surface("top", 110) = {43};
//+
Physical Surface("bottum", 111) = {51};
//+
Physical Surface("left", 112) = {47};
//+
Physical Surface("right", 113) = {55};
//+
Physical Surface("front", 114) = {3};
//+
Physical Surface("back", 115) = {72};
//+
Physical Surface("cylinder_left", 116) = {2};
//+
Physical Surface("cylinder_right", 117) = {30};
//+
Physical Volume("body1", 118) = {1};
//+
Physical Volume("body2", 119) = {2};

But as @dokken said, this a GMSH related question, so I also suggest you practice a GMSH tutorial and Paraview representation because I saw that you are using the Outline Filter, which is not appropriate for visualizing two volumes.

Cheers.

managed to resolve the initial issue with this command

gmsh -3 box_cylinder.geo -o box_cylinder.msh

and also managed to create two bodies this way

// Gmsh project created on Mon Jun 03 18:05:16 2024
//+
SetFactory("OpenCASCADE");
Box(1) = {0, 0, 0, 1, 0.2, 0.2};
//+
Cylinder(2) = {-0.1, 0.1, 0.1, 1.5, 0, 0, 0.05, 2*Pi};
//+
BooleanDifference{ Volume{1}; Delete; }{ Volume{2}; Delete; }
//+
Cylinder(2) = {0, 0.1, 0.1, 1, 0, 0, 0.049, 2*Pi};
//+
Physical Surface("left", 19) = {1};
//+
Physical Surface("right", 20) = {7};
//+
Physical Surface("front", 21) = {3};
//+
Physical Surface("back", 22) = {4};
//+
Physical Surface("top", 23) = {5};
//+
Physical Surface("down", 24) = {2};
//+
Physical Volume("box", 25) = {1};
//+
Physical Volume("cylinder", 55) = {2};