I have never seen this suggested anywhere else, that being in the cut out volume of any prim (mega or not) would lead to rezzing issues. I've certainly never had any such problems, and I've done a lot of building inside the projected volume of cut and hollowed 100m spheres in skyboxes.
What exactly are you referring to?
What exactly are you referring to?
But since H4, I've not encountered the problem at all.