AutoCAD really isn’t a good detailed mesh editor; it’s primarily focused around making 3D “things” as simplified solids (upside is, whatever you create in AutoCAD can almost always be created in the real world).
You’re probably going to want to throw a couple of additional steps in there. First, simplify the mesh as much as possible. Second, get the mesh into water-tight shapes. That way, when you import them (yes, plural - not all in one go) it’s easier to convert the mesh to a solid. Finally, you might consider using the mesh only as a guideline to reconstruct the object from scratch in AutoCAD which would be the best option for any major changes.
Finally you might want to consider other software for making modifications e.g. stick with Blender or other visualization software and keep everything as meshes if this is artistic-type work. If you’re looking at doing engineering-type changes such as precise distances between holes, consider a proper MCAD solution such as Fusion 360. They also have better STL-to-shape handling.