That is a tough layout. Lots of glass, and I mean a LOT of glass. That will bounce around an unwanted amount of sound energy in the room, and the more speakers you add, the more muddled it will be. You will have peaks and nulls all over the place, unfortunately. If you had sliding doors, but not windows, or windows but not sliding doors, you would have some room for some tasteful acoustical absorption panels (you can make them look like artwork for pretty cheap.)
That is a really tough room, but to answer your other questions, in-wall speakers are better designed to be "put into a box" like a bookshelf, but you would want the front of the speaker to be flush with the front of the bookshelf.
I wouldn't worry about different versions of the speakers since your room will be much more impactful to the sound than a difference in version.
You have a great looking space, so I understand why you want to be in there. You could try upgrading your curtains to something MASSIVELY thick, but I tell people elsewhere when I talk about room treatments that curtains for absorption is a myth and a lie for the most part (they help with only the upper frequencies), but in your case, even that will help with the room sound itself, but you would need to put some decent money down on them and keep them closed to really try to enjoy a movie experience.
