In our upcoming releases we will be vastly improving and releasing composite wall types. In the meantime, you can create a custom material, but also include the thickness of the layer of 1/2" structural wood panel. This means that you will have the finish material thickness, plus the structural wood panel thickness. You will not be able to visually separate/distinguish the layers - but the overall thickness will be correct - and everything will remain parametric. When you do a 2D/3D detail/section - you simply need to add the required lines to indicate the different materials. You will have to manually pick it up in your take-off though.
The other way to do it, is to create a wall that is the thickness of the frame, plus the structural wood panel. You then need to create a wall finish material in your wall tool, and then put on the final EPS layer. However, this will not be linked to the parametric wall - and you will have to cut the windows out. It can be more easily picked up in your take-off though.
The composite wall features that we will be releasing progressively over the coming months will eventually solve this issue though.