I asked around and you have some options. If the 9" thick wall is hollow, make a sleeve with ventilation in it to allow the hollow wall to help ventilate the unit. Over size it by about 2 inches and seal it off so the bugs dont get in to the house. Install a drain tube to go out side. Here in florida, most block walls are 8" plus stucco and there are air units everywhere. Most of the heat will go to the rear of the unit. Life expectency is reduced(but they are cheap these days) or find a window.