Electrical – Running UF-B along the outside wall of the house

If the cable is concealed entirely within the wall, then non-metallic sheathed cable (NM) is fine -- the inside of a wall cavity is dry unless you have some serious problems with your house! You only need underground feeder cable (UF) if the cable's buried, put through an outdoor conduit that can get water inside it, baked in the sun, or otherwise exposed to the elements.

The same puncture issue exists with any in-wall wire. Check local codes, but most require wires to be run along the middle of studs which, for 2x4 studs. is 1 3/4 in from the wall board. If your feed is 120V, the shock danger is about the same regardless of gauge. Without being able to get inside the wall, there's not much that can be done.

Alternatively, you could use shielded flexible conduit or rigid conduit. The first is expensive in your gauge, the second requires wire length access above or below the wall or can be mounted on the wall. Doesn't look too hot that way.

I started using flex conduit for blind runs long ago because it can be pushed to fish, is easier to fish and location inside the wall doesn't matter much. Entrance and exit holes have to be centered but it doesn't have to be attached inside.