They make carriers for 2x4 and 2x6 walls. the tank sits inside the wall, so it seems a little iffy to put this on an outside wall. If you open up your wall, there is a very good chance that you will find plumbing vents there. Those will need to be moved. It's a pretty major change when a carrier like this is added.
If you decide to install on an outside wall, it may make sense to add some thickness to the wall and put foam board behind the carriers tank to prevent freezing.
TOTO WT151M carrier