I'm putting in a new door, as well as residing/rebuilding that part
of the house, and I'm thinking of putting in the cat door in the wall
rather than the door.

I'd like to avoid some obvious problems, like water in the walls. So
either make a channel out of backer board or find about a 6" tube. Slope
it down toward the outside so it drains and has a bit of wind blocking.

Those are my ideas. I don't always have good ideas. Something else?
The commercial cat doors have not been holding up for me, but they get a
lot of use.

Jeff