What is the best way to frame window openings when adding exterior insulation?
Building a new home (2x6); want to add 2-4" of rockwool on the outside; would like my windows to sit in the outside 1/3 of the frame; most of the windows are south facing.
Here is our page on how to install windows which may help on a few fronts, not just the rough opening. Proper window installation for efficiency and durability is a lot about stopping air leaks and preventing water leaks. That means air seals around the exterior of windows and sloping window sills to make sure any water that may infiltrate can drain to the outside so you protect your wall assembly.
The wall assembly in our window installation video is 8 inches of rigid insulation on the exterior of a 2x6 wall, so we installed a plywood extension to allow the window to sit solidly, partly over the exterior board insulation. Our exterior air barrier membrane comes up into the rough opening, we then put Rockwool insulation between the frame and rough opening and finally taped the windows to the air barrier. This technique helped us reach Passive House performance levels (though we didn’t go for Passive House certification, it's actually a LEED Platinum house), but it helped get our air leakage rate to about 0.6 ACH (here is our air barrier installation video).
As for ideal window placement within a wall assembly, if you are looking for the best performance from your windows and to reduce thermal bridging through the rough opening, they are best set inside a bit. You can see a thermal image of heat loss through windows on this page.
And have you chosen windows yet? We have a page on how to choose the best windows and what to look for in window performance. Choosing triple pane windows instead of double pane windows costs a bit more up front but saves money in the long run, but they also lead to greater thermal comfort in your home. There are also a lot of window frame options to choose from for both performance and aesthetics, with a variety of cost and performance differences.