How to wire a sconce light on a window header?

I want to install a light above the sink. The sink is in front of the window and it hd a header. There is no space in the wall for a j box.

Is it allowed to run the romex wire through a raceway exposed on drywall? Is this a good idea?

Some sconces come with a lamp wire. Is that safe to be in raceway, then travel through attic insulation? Should I daisy chain the lamp wire with one of my other preexisting recessed lights? Or should I install an outlet in the attic for the sconce, which would be daisy chained with my other preexisting recessed light?