Filling holes that go straight from interior wall to exterior

There will need to be a gap between the external side and internal side so don’t fill in the holes until the mortar and filler meet in the middle, just fill in the internal side with filler flush with the hole and do the same for external side with mortar. As for windows if sealant would work then seal up with frame sealant and decorator caulk or filler on the internal depending on the size of the hole next to the frame.

If its drill holes or ex cable size holes .. small then you'd be struggling with mortar to go deep enough otherthan making the hole bigger then ok, so mastic of a similar colour or silicone, the difference being mastic you could colour match with the introduction of brick dust or powder paint(the school stuff !) or trial pots (emulsion) , silicone is good but will not adapt in a 'composite' ...appearance not to much of an issue youll find clear silicone less fussy and by enlarge quite acceptable. Inside small holes filler will do, larger holes filler will sink , so will need a repeat once dry and sanded, the other point about not filling the hole inside and out to join up... hmm hello....? a solid 9 inch wall is whole thermal bridge anyway,.. a cavity wall ...well the insulation will stop you or if not insulated it will fall down the cavity !....

For the internal holes I would recomend a pre mixed lightweight filler as this dries hard and doesn't shrink, red devil is a really good brand to use. For the external some mortar or frame sealant of the same colour would suffice.