External Wall insulation is usually anything between 90mm and 110mm thick. It is thus not thick enough to embed a nest box unless it projects outside the insulation, or it is embedded in the outer leaf.
Older buildings will either have solid walls or they will have a narrow 50mm cavity. As the outer leaf is typically ~100mm thick, there is an available depth of at least 190mm for an S Brick. It just requires the removal of 1 brick and replacing it with an S Brick. The internal floor area would be ~440 sq cm, plenty big enough.
The following images and examples show how it can be done:
Palight S Brick for a rendered wall |