Thanks for the great replies !! Basically, I think this reply will help
me a lot.......
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Assuming you're using a hole saw, just stop drilling when you get through
the siding and sheeting, and you shouldn't hit anything.

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Duhhh, maybe I should have thought of that myself !! But, that is an
excellent approach, as once through the siding, I can probe around and if
there is a wire, hopefully I can force it to one side or the other, to allow
me to go fully through the wall, on to the outside of the wall.

Thanks a lot !!

James