The perfect wall construction for me would be: sand-lime brick - mineral wool - facing brickwork.
Building with a cavity wall is also what I consider the best in terms of quality. However, I would not use mineral wool as insulation. It only has idealistic advantages over EPS and otherwise only disadvantages. Especially price and susceptibility to moisture.
I wanted it to be more vapor permeable to the outside, which is difficult with EPS, but no problem with mineral wool. So far, our insulation layer is dry, so I don’t expect any problems *touch wood*
Theoretically, I would agree with you on the two-shell wall structure. Unfortunately, it is probably the case that construction errors occur much more frequently with two-shell structures, and the additional costs should not be underestimated. In the two-shell variant, I would choose Thermoziegel, PUR, brick.