With a 14-16" thick wall, you will need at LEAST a 20-24" long frost-proof sillcock IMNSHO.
In case you didn't realize it, the way a frost-proof sillcock works is that the seal area is at the far INSIDE end of the assembly and not outside where the knob/handle is. Thus the water in the piping (not the sillcock) is shut off INSIDE the structure where it is hopefully warm enough to keep the pipe from freezing.
So you need a sillcock assembly long enough to go through the wall and reach inside the structure with enough room to make up the connection between the sillcock and the supply piping.
In this case longer than the 'minimum' is desired and no problem.
example unit:
https://www.supplyhouse.com/Woodfor...-1-2-MPT-x-Sweat-Inlet-Freezeless-Wall-Faucet
installation instructions for the above unit:
https://s3.amazonaws.com/s3.supplyhouse.com/product_files/Woodford-19CP-14-Installation Instructions.pdf
And +99 on drilling the hole with a slight downward tilt angle, so that the water IN the sillcock drains out when the sillcock is shut off and doesn't freeze inside the unit. And remember to disconnect the hose from the unit , so that the water has a place to drain and not just sit in the hose and end up freezing the sillcock anyway.
And the hole has to be bigger than the sillcock piping OD, with some clearance so that the piping isn't scraping against the rock wall or touching the rock wall and has a little air space around it. A little bit of caulk or spray foam at the outside wall hole to prevent critters (4, 6, 8, or more legged

) from crawling through and to help hold the sillcock pipe in place is a good idea.