According to my experience, maybe it is impossible to do that on this model.
For some simple models, it is ok to convert from mesh to solid ;
For complex models, it is too hard to do that.Even though you can do that,many details will be lost.
The best way is to recreate the 3d models,but it needs a lot of time.
And another way is to modify the STL file directly,of course the final file will be STL format too-but usually this is the only way.