I did my TR in AZ with 3/4" plywood but really heavy stuff requires either a lag bolt in a stud or a wing anchor.
Like you, my original plan was to not put in any windows in my AZ TR. However, the GC building my house cautioned me against doing this because:
1. It is going to be dark as hell in there
2. You are going to have huge problems if you ever decide to sell a house that has a big room with no windows.
So I went with his advice. He originally included three small windows above the French doors that lead out to my pool, but I nixed that idea. My TR height is 14" with a smaller portion at 10' (the 4 foot height section between the two is great for mounting smaller stuff with big horns (for their body) such as ibex, Grant's gazelle, etc.
The windows I have are all below 8 foot or so. Works for life size mounts and bigger stuff like eland, Cape buffalo, etc., as well as skull mounts of things like kudu, gemsbok, etc.
The other thing I did is buy triple pane windows with UV filters. So far, I am happy with my decision.
Here is a pic of my AZ TR taken with a security camera (I am not there right now).