Gotcha. All valid concerns. The chimney location won’t change, in either scenario. Only difference is straight up from the stove vs. through the wall. Thank you for the cleaning aspect of it. I haven’t made it that far as of yet.I have a through the wall thimble and never had an issue. If you are planning on cleaning it yourself get a soot eater. Inside I would do a couple 45* elbows instead of 1 90*. I was adding an addition to the current house and incorporated the stove but had planned on doing a through wall install as I didn't want a bulk head/alcove upstairs.
I didn't like the idea of a chimney running through my house in case of a leak or a chimney fire. If I were to have a chimney fire I can just grab my hose and spray the outside of the pipe to keep it cool until the fire department shows up that is something you can't do when it is inside a wall. Also cleaning is super simple and doesn't make a mess in the house just take off the bottom of the thimble and start cleaning.
For me there were many more pros to having an exterior chimney vs an interior. If you pay attention when installing and add an extra 3' of chimney than what is required to make up for that 90* bend you should have plenty of draft.