The extra opening you create needs only to be as big as the original window not including the casing.
The original window can only belong to one wall, so the internal casing will only go (automatically) to the inside of that original wall, not the inside of the additional wall.
The only way is to try and trick the window in the settings to make it think the frame is deeper than the existing wall - I don't know if that is possible as I don't use the default doors and window objects.
You may need to set the original wall and window as 'Existing' and then create an entirely 'New' wall that has the same windows and extra wall skins.
Then no need for extra openings and the casing should behave as you want.
One of the forum moderators.
Versions 6.5 to 25
Dell XPS- i7-6700 @ 3.4Ghz, 16GB ram, GeForce GTX 960 (2GB), Windows 10
Dell Precision 3510 - i7 6820HQ @ 2.70GHz, 16GB RAM, AMD FirePro W5130M, Windows 10