I have never tried the box, but I think it would work fine. Yes, the light would attract them to the exit. You want the catchbox entrance as near their original entrance as possible. Don't leave a frame of honey in the box. They will be coming back loaded with supplies, and the honey frame would just attract robbers and pests.Either the first or second day, add a frame of EGGS. No reason for a bee vac.
When I do a weep hole in brick, I use a normal cone sealed to the brick with silicone. I brace it some way until the silicone drys, then it stays on it's own. Be patient. It will take from 6 to 12 weeks, and can not be rushed. Yes, after the queen and all the bees are out, you can let them rob it out. There will be a frenzy for a couple of days, then they will ignore the building and work from the box to the field. Check the hive 6 to 9 days after setup for queen cells. If none found, add another frame of eggs. When the escape is removed, watch for pollen going in. If EVEN ONE bee carries pollen into the building, the queen is still in there.