No need for lead these days, Col. Modern heavy duty damp-course material is fine, and much easier to use.
To do this properly, the soldier arch would be taken out, plus a few bricks 6" (150mm) or so to each side.
The tray would be fixed to the inner leaf about 9" (225mm) above the window.). This would be less disruptive to the interior plaster/decorating etc.
Replace the brickwork, and you're done.
Togo. Yes, that may well be another thing, but a properly fitted tray would take care of that.