Fixing wall purlin of terrace roof to house wall

So würde ich es auch machen. Theoretisch könnte man die vertikalen Stützen auch in die Dämmung einsenken.

I have to step in here again: Even if I have a sieve sleeve and injection mortar in the area of the clinker, the threaded rod also rests on the facing shell there. It therefore transmits shear forces into the clinker wall, which in my opinion is unproblematic. Only compressive and tensile forces must be avoided in facing shells. If my line of thought is correct, then there would still be 20 cm of free thread length between the clinker and the masonry, but the bending load would be greatly reduced by the additional support.

However, it is not attached in the aerated concrete, but directly above the 6.5m terrace window (and the exterior roller shutter housing) in the lintel.

With snow loads, the deflection was beyond all reason.

That surprises me, because you also have the bearing on the clinker brick.
Are there no posts in the front, so is it just the fastening like with an awning?