Many if not all of the over the stove microwaves that I have installed have the option to vent out the back. *The duct size is usually 3" (Or 3.5") x 10". *You would need to get the proper elbows and ducts, but this size would fit in a wall. *I use a local HVAC contractor to fabricate my duct fittings. You could do the same or find a sheet metal fabricator who will make the fittings that you need.

We have a sheet metal shop here at work I could get them to make me a
nice one or maybe someone makes something already. I doubt I am the
first to ask this....

Thanks!