you could save yourself some trouble and use a surface mount exterior box, then just drill through for your wire.

if i am not mistaken, you should use uf-b because it would be classified as a damp location.

Thanks, but I am pretty set on not using surface mount boxes. I want it to look clean. It is easy enough to cut out the brick.

Do you know if I need conduit?

"From the back of the boxes to the inside of the wall there will be about 3 inches"

Of what? More brick? Concrete? Insulation? Normally, if you run cable from inside the house to receptacles on the outside wall, NM is used. NM isn't supposed to be in conduit. However, there are some exceptions I've seen mentioned here.

3 inches of basically mortar and plaster. The walls are solid brick with concrete/mortar on the inside then plaster. There is no hollow space.

So if I use NM what kind of seal do I need to use between the wire and the box?

Thanks for being patient with me.

Running NM from the interior of the house through the brick/stucco/mortar/concrete/volcanic pumice/whatever is fine. You'll need a box connector on the rear of the box where the NM enters. You can put a bead of silicone along the rear top of the box if you want. I'd fill the hole in the wall at the rear of the box with good old Duxseal, the same stuff you'd use on service entrance.