Cavity closers are available for the gap between the inner blockwork and the outer brickwork. These are usually an insulation filled plastic moulding which also acts as a vertical dpc.
These can be directly plastered over as long as they are well fixed down their length where they overlap the blockwork. The brickwork edge is usually held in place by the frame or can be glued if required (Gripfill type).
We often plasterboard over these prior to plastering (depending on the job) and we normally use 12.5mm plasterboard (uninsulated) which is then plastered as if it was blockwork, i.e. standard bead + Hardwall + Multifinish.
If you intend to use insulated plasterboard on the reveals (as maybe used on dot/dab system) then the insulation has to be cut back on one edge so that only plasterboard is visible on the external corner.
Arched window head done the same way if the arch also shows internally (lots of arched windows have flat lintels internally)