Flangeless windows with continuous exterior insulation

I’m doing 2″ of continuous exterior rockwool insulation on my build and have the window openings flashed for an in-between window, using Zip Sheathing as the WRB and water control layer. My plan was to install the european-style flangeless windows similar to Jake Bruton’s method from this Fine Homebuilding article: https://www.finehomebuilding.com/project-guides/windows-doors/flangeless-windows-done-right
Then I realized there was no follow-up article on how to do the extension jambs. If I use PVC or painted cedar, can I just plop a box on to my opening like Matt Risinger does in one of his YouTube videos? Maybe cover that box with a head flashing and call it a day? Photos attached to help explain better.
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Bumping this to see if anyone has advice
I wrote an article a few years ago that might help steer you in the right direction: https://www.greenbuildingadvisor.com/article/windows-in-thick-walls. Yes, you basically make a box with a sloped sill extension, or a 3-sided box with a sill extension made of metal or stone. You have to pay close attention to sill pan drainage and control layer continuity.
I think that makes sense. In your article the pictures show a flanged install. Would it be pretty much the same for flangeless? I found this comment which shows a detail that looks similar to what I could do: https://www.greenbuildingadvisor.com/question/installing-mid-wall-windows-with-4-exterior-rockwool#comment-203940