Mounting to Stucco

I mounted some brackets to stucco last summer to hold up a 8k BTU Air Conditioner. Although it worked last summer, when I put the AC away for the season, I noticed that the anchor and screw were coming loose.



I think mounting against stucco would be a bad choice. Therefore, I am planning to mount the brackets to a stud.



I am planning to use this to find the stud (very good tool):

Precision Sensors Professional Stud Finder



AC is probably about 40lbs, at least the half that is sticking out of the window.



Questions:

What is between the stud and stucco?:wall: Do I just use a masonry drill bit and drill until I hit the stud? What type of screw and how long should I use?



Thanks

Mounting to Stucco