I don’t think it’s dangerous at all. Based on all I’m reading here, I think OP is fairly well informed and is merely confirming his own suspicions, and I’m not the only person commenting in any case, so I’m sure he’s well aware that he can’t just go hacking holes in a 2x6 wall. Another commenter suggested backframing the wall to accommodate the duct, and OP seemed up to the task, so he appears to have at least some basic general knowledge about construction and/or carpentry.