The common way to insert windows into walls over here (Spain), is to insert a "premarco" (a wooden or aluminium) frame into a brick wall, then install the window frame into this. The problem is that this premarco has to be attached to something solid, in my case an internal blockwork wall - but this means that I won't have one continuous insulation layer as the wall insulation (cellulose) won't connect directly with the window frame.
How should a window frame be inserted so that it is inline with the insulation layer?

Stephen, what is your wall cross-section?

Thanks all. Marktime, 20cm natural stone, 20cm cellulose, 15cm termoarcilla.

Window should go in the insulation zone, Passivhaus-style, ideally with some insulation mastering across the outside and if poss inside face of the frame. In other words, embed the frame edge incl inside and outside faces' perimeter as deeply as possible in insulation. Fix the window with bits of Batstrap screwed to the inner skin's reveal and lintol soffit and cantilevering outboard to screw to the frame edge, where buried in the insulation zone. In this case, best compromise prob to make the back face of the stone master the window frame, so your frame-to-stone mastic joint is on the reveal face, not extending outward from the frame perimeter. Trouble with marktimes's detail, the inside corner of the stone is in completely uninsulated contact with the interior.

To be honest, i don't see how the detailing is very different from the rough sketch above. The cold bridge afforded by the window framing is a detail to be addressed in the selection of the window and is part and parcel of the sill choice and detailing. A composite window frame with thermal break is the ideal solution.

Can't really make out much from the diagrams, other than that there is a thin cavity closure spanning the cavity...
marktime the DIY approach might be a good option here as I'd have to import ready made versions. I guess they're typically made from wood if DIY?

Aha! Your variation looks like it will do the business in our case, as it lets us use natural stone on the corners. For my final novice questions is the silicon bead on the interior or exterior of the house? And is it really the case that the closure is only secured to the structure on one side with just the silicon bead on the other side?

What does your builder want to do with the premarco? You can DIY cavity closures and make a good job of them too. Can you give us some detail on your window frames?

Make sure that your archy understands that you are not employing a ventilated cavity, a technique where a facade of thin, waterproof cladding is suspended 50-100 mm off the insulated wall section and everything gets hung off the internal wall. As you can see from the details above, you will need to provide a waterproof barrier, (thickish black plastic sheeting if you DIY) all around your window: the purpose of the cavity closer is to ensure no water gets into your cavity and ruins your insulation. The assumption is that if water enters the cavity from the exterior it will flow down the inside of the exterior wall. So, for example, above the window the cavity closer needs to slope down to the exterior with weep holes provided so water can't accumulate.

The cavity closer is an important element independant of your thermal bridging question but the two can be combined to provide a single solution.

Posted By: marktimei don't see how the detailing is very different from the rough sketch above. The cold bridge afforded by the window framing is a detail to be addressed in the selection of the window

No, nothing to do with the frame - the uninsulated (or virtually uninsulated) bridge is round the back of the frame - the stone is only (looks like) 25mm away from inside air, comprising 15 plaster and say 10 of the 'board insulation'.