I see what you are wanting. Your right, there is no way to do that in the Tet mesher.
For a CFD analysis there are other experts here that may provide a workaround.
For structural analysis I have not seen that capability in any structural mesher that I have used. Typically, high stresses are on the surface so picking faces and refining the element size works well. For structural analysis you can also break the part into multiple parts and then “bond” them together in the analysis. That way you would have volumes with different meshes.
Sorry, I don’t think I was much help on this one but Good Luck.