I have a box and inside the box I have a ball shaped shell, I want to create a named slection of the empty space inside the shell. How can I select it as the empty space does not appear in the parts.
You can name the interfaces between the fluid filled space and the void, as you will have to set them as boundary conditions. You can't name the void itself; there's nothing you can control about a space that is not there, so no need to give it a name.
You need to create an additional cell zone around the moving item in that case. Check the falling box tutorial: http://www.cae-club.ru/sites/default/files/users/files/2053/fluent-mdm-tut-01_2d-falling-box.pdf