bag of hammers
Minister of Fire
Always better safe than sorry.
Just a thought - if you're not going straight up with the chimney - make sure your contractor is clear on your intentions / plan - otherwise he might just rip the window out, align a couple new studs on 16" center under the existing header in the window cavity, over the sill plate, and cover it up. Which is fine structurally, the header still supporting everything, but depending on where you put the stove later, you might be into the same mess (the header and cripples, as begreen mentioned) when you open it up for your thimble later on. Plan out your install / run before the contractor starts taking things apart so he knows where the chimney is going and can frame it out for you. Or if you have all the chimney parts lined up by then, maybe install the thimble at the same time? Just saves you from cutting into a recently finished wall later on, and eliminates any other interesting little surprises sometimes found in walls when you put the stove in later.
My brain is going towards batts of Roxul in that wall especially in the area around the thimble - maybe overkill, but I'd spend the extra few $ if it were me (I like Roxul).
good luck with everything....
