We are all guessing at this, not being there, but here is my idea. I would go with the metal anchor sleeves, set through the wall and into the backing wood with the anchors externally coated in Gorilla Glue just before you set them in the wall stud, then wait a day or two until you finally set the awning in place. It might be good to coat the inside edges of the wood holes with Gorilla Glue, using a popsicle stick, too. The Gorilla glue is urethane-based and expands some like miracle foam before it dries. That should give your anchors a positive grip into the wood.
Be sure to seal all penetrations with caulk, as moisture in the supporting framework is your enemy.