Is it a cavity wall? If so no problem, if its an external/boundary wall that too would be cavity so dropping and sourcing through the roof space is fairly straight forward.

If its a single leaf, then you can either surface mount a conduit to make it a feature (i.e. make it larger, paint it offset colour etc - but probably still look tacky) or as you mentioned, they'll chase it up the wall to fit in accordingly. Might be able to run behind the skirting boards around the room to a cavity wall then run it up into the roof space.

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