Looking at the picture I would very much suspect that yes, that is indeed what you have. I have come across hollow blocks before but never ones with insulation in, just as much of a pain though.
I think if It were me, I'd get some plasterboard adhesive (as used for dry lining). Put a dollop of that in the hole, press the box onto it, and then fill round the edges with it to a level of just below the finished surface. When dry, make good around the box with plaster or poli-filler
Use Evo-Stik Nail and Seal builder's adhesive - it is white in colour and is solvent free - sold at B&Q - It is Multi-Functional, being useable even in the rain, for bonding, fixing and Sealing all sorts of items around the house - I used it before to affix UPVC back boxes to a concrete wall - the bond was really strong after around 24 hours curing time.
Use Evo-Stik Nail and Seal builder's adhesive..... I used it before to affix UPVC back boxes to a concrete wall - the bond was really strong after around 24 hours curing time.
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