My trick for going through the walls is to simply cut out a "gang box" size opening. I run all of my piping through a dual gang box which is at the same level as the others in the house. That way, if we move out of the house, I can simply put a cover plate over the boxes or install an electrical outlet. You can also cut a hole in the cover plate for the pipe and fill the box with insulation which should keep the heat out
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