Is a 36 roller shutter box possible with a 24 outer wall with ETICS?

Hello,

I am building a house with a 24 cm exterior wall and 14 cm EPS insulation (38 cm total).

In order for the windows to be further outside, I wanted a 36.5 cm roller shutter box. This would make the window flush with the brick.

Now I have heard different statements. Some say that a 36 cm roller shutter box would be possible with a 24 cm wall, others do not.
What is correct?

One more question: What about thermal bridges? With a 24 cm wall + 14 cm insulation, I would have 1.5 cm insulation on the roller shutter box with a 36.5 cm roller shutter box. With a 30 cm roller shutter box, 8 cm insulation.

My understanding is that the outer lip of the roller shutter box is always open on the outside and therefore always represents a thermal bridge. Or am I misunderstanding something here?