I wouldn't use boolean at all, except maybe to cut the hole in the wall and trim the 45 degree angles where the trim pieces miter together.
I'd build it just like you were building it out of wood.
I'd first draw the profiles (Draw Curve) of the various pieces- the outside casing, the molding on the edge of the glass and then moldings in the middle. Think
cross-sections.
These I'd then convert to polygon and sweep.
Then it's just a matter of scaling/ lining up all the various parts.
Make the miter joints by trimming off the ends at a 45 degree angle with a simple cube.
I usually use Point Edit and select/ move the bits at the ends if I need to do any fine tuning after mitering the corners... scaling a 45 degree angle changes the angle.
4 pane view and Grid Snap are your friends in something like this.