Just looking at the picture, I would draw the SP brick retaining wall where you want it and then change the wall height to 45" or as needed. You might need to reduce the wall join tolerance so it just butts the existing wall and doesn't interact with it. You can find a brick to match closely by suface editing the wall and using SP brick textures. I would use a block pier/post for the brick column at the end, Place it, adjust the height and size and paste the brick surface you used on the wall to the block pier. For the concrete cap, try using a 3D cube, shape and size as needed and move it to the top of the column. Surface edit and apply the concrete finish you want.
Regarding a new wall type, edit the brick retaining wall and open the definition tab. There you will see how the wall is designed. You can add a footer, change the brick sizes, etc....You can do this with any wall or just start from scratch. I usually try to find something close, copy it under a new name and then do the edits I want. You can change bearing, extension locations and everything about a wall including different material.
Hope all that helps. If not, let me know and a bit latter today I will use SP to make the wall and column with the light if you need it as a step by step sample.