We are installing alumn. clad wood window (Pella) in an existing masonry window opening. Because it is an existing opening, we will be framing to opening with 2x’s so that we have an adequate nailable base.

Should we be worried about providing new thru-wall flashing at the head of the window?

The building was built in the 1930’s and I don’t imagine there is an existing flashing still there (or was ever used).