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It doesn't make sense to me. Here is the cross section of a conventional stucco wall:

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The wood must not get wet and therefore there is a sheet of waterproofing (black) between stucco and wood. Stucco is water permeable. If there is bad weather, the stucco can get wet and let moisture through and reach the waterproofing. Since the water can "travel" behind the stucco it is important that the waterproofing is tight and has no holes.

Now consider mounting an arbitrary thing (light, mailbox, EVSE, ...) on the exterior wall. Most likely the screw will penetrate the waterproofing (and reach the wood). This means the water proofing is broken. No matter how I seal the screw with caulking, water from somewhere else can still run along the stucco and reach the wood:

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By contrast, if we just seal everything from the outside (elastomeric paint), this would not happen.

Please explain why this is done that way and why this is not a problem.

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To address your primary issue: Drill hole, inject caulking/sealant, then insert screw = hole in membrane sealed. A non-hardening sealant is best - butyl rubber for one. Using stainless steel screws reduces later issues from fastener corrosion.

To address your question about location of the waterproofing - the stucco protects the waterproofing (which would be tarpaper on your old house, which I recall to be old from your other questions) from the sun and physical damage. The stucco has no issue getting wet and drying, and "elastomeric paint" wasn't a thing in 1920. Tarpaper shacks were, but you had to replace the tarpaper frequently due to damage, and it was also a fire hazard, and was considered unappealing in appearance.

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What you have described in your question is exactly how many homes have been built here in Fla.

The stucco is often applied directly to concrete block, but any wood framed areas get the application of lath with a waterproof backing and then the stucco. ( The backing also keep the moisture from freshly applied stucco from effecting the wood.)

Something to remember is the waterproofing is a secondary barrier. The primary barrier is the paint. Paint is the most important step in finishing the exterior of the house. You are correct that screws used for mounting or openings for wires or pipes would leave a path for water to infiltrate to wood. This is why all these openings are sealed with a polyeutherine caulk prior to painting. In some counties it is code that any outside piping or wires/cables anchored to a house must be painted. This is to preserve the seal.

So to answer your question; It is the paint that is the barrier and the waterproofing is an additional shield for the wood. ( The concrete block does not get waterproofing.) If the paint is done correctly and without gaps there is not a significant chance for water to reach the secondary barrier.

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