Create a mesh for a solid tube with water inside

I have some troubles with creating a mesh for my task. I want to solve a simple heat transfer problem. My geometry is a tube with thickness 2 mm and inside it water flows.  How should I create volumes? 

At 1st  I create 2 cylinders, then I cut internal from external (that's how I make a tube). After it I make a volume of tube and volume of a flow. I  have separated a groups for boundary condition, then using MESH module I create a mesh.

But when I import it in OpenFOAM I saw that a face, which is  common for water and tube, has dissapeared. 

I think that I do something wrong, when I have created a volumes.