I thought about the dry stack for our rock work, but I was told by multiple sources that it can cost almost twice as much because of the amount of materials and labor. I love how it looks, though. If I were you, I would get an estimate both ways for the whole project and go with the dry stack if you feel it's affordable. I don't know about your retaining wall. It sounds to me like it would be better to have the rock work all the same, but it might depend on how it's positioned, how far it is from the house, etc.

"Brick Veneer" and "stone veneer" properly defined is a single wythe of real brick or stone that must be supported on a foundation or other structural element and must be tied back to the "back-up" wall with ties that allow for differential movement between the masonry and the wood building frame. This kind of cladding is often called "masonry veneer cavity wall construction" to distinguish it from a solid masonry wall. "Brick/stone veneer" has been a common construction term for about 60 years. About 30 years ago brick manufacturers began sawing the face from their bricks to be used for interior decoration. The name they adopted was "thin brick". The same was true to a lesser degree for stone. Probably in the last 20 years thin brick/stone has been adhered directly to the face of wood framed house sheathing and called thin-brick/stone veneer. Since the manufacturers don't like to use words like "thin" to describe a product they often call this cladding system "brick/stone veneer" which understandably can cause confusion in specifications and even casual communication. Then manufacturers started making this thin cladding material out of cast stone and synthetic materials and calling it by too many names to list. The OP called the material in question "stone siding" so I can only guess what it is. This directly adhered cladding system was so late in developing because it had to wait for the EIFS (Exterior Insulation Finish System) industry (Dryvit, Sto, etc.) to develop (through a process of costly mistakes) a directly adhered cladding system system with a modern inexpensive drainage plane to replace the time tested brick veneer cavity wall system. So, before choosing the style and appearance of the cladding ask to see the installation details showing how water drains to the outside instead of into your house. If you are unsure of how that is properly done post the details here.

We used stone veneer on our spa. It came glued together in 6x24 panels. Our spa OD is 10'. The first few panels I cut apart along the glued joints with a wet saw. But it was messy and slow, and hard to cut exactly along the joint. Then I discovered that baking them in the oven at 400 degrees will weaken the glue just enough to break on the joints, and I broke up the panels into individual pieces of stone. You have to do it before they cool too much, so get good oven mitts. After you break up into individual stones, you need to grind off the glue from the top and bottom of the pieces. We used a portable belt sander upside down on a bench, and pushed the stone down on it. I actually turned my wife loose on this step, she did 50 SF of stone, about 1200 pieces all by herself over a few nights. We set a 1" leveling strip with luan plywood, and fixed the stone to the spa with thinset. Actually, "we" isn't really accurate, my wife did this step too. It was a a little tedious, start to finish. But we couldn't find the quartzite in the color we wanted as individual pieces. We did see some ledgestone pieces online at a place in PA. But she really wanted this other stuff. And we are really happy about how it turned out. Some pics of our almost done project here: Here is a link that might be useful: our almost done pool

We had a "Golden Gate Stack Stone" back splash for six years. After the installation we coated it with "Miracle 511 Porous Plus," which was recommended and sold by the tile dealership. Never had a problem with cleanup behind the range, which I attribute to the sealant. We LOVED that back splash and plan to do it again in our new house.