Can a through-the-wall A/C unit be mounted in a window

You could build a wood frame that fits in the window with an interior hole large enough to accommodate the AC unit. This also has the advantage that you won't have to hold the window open, while juggling the unit into place. You can install the light weight frame, then slide the unit into place.

I built one when I lived on the second floor of an apartment building, because I was always afraid I would drop the unit out the window while installing it. I used foam tape around the exterior and interior of the frame, to make sure I got a good seal around the window and AC unit.

For a unit that only vents through the window (not sits in it), you could build a smaller frame with a port to allow the vent to pass through. Filling the interior of the frame with Lexan will reduce the amount of wasted window space.

(You could always use smaller lumber for your frame, if you want it to have a lower profile. The frame size in the image is just an example, to illustrate the idea).

I won’t say I'm an expert; I've worked with someone doing something similar in the past and may at least give you some guidance.

Personally, I would use a concrete saw (larger blade than an angle grinder) and/or a chisel to cut the opening. Make sure you have help as you DO NOT want to drop the removed section(s). You can use these bricks later (see below).

Don't forget the header. I know I'm using the wrong term, but I'm referring to the steel plate that holds up the brick over the window.

I would then use a chisel to remove the halved bricks and either turn them around or replace them with good ones from the removed section.

I would also recommend that you at least talk with a mason. They may be able to replicate the detail work around the window with the bricks from the removed section.