A device for hydrocarbon resource recovery from at least one well in a subterranean formation may include a radio frequency (RF) source, a solvent source, and a double-wall structure coupled to the RF source to define an RF antenna within the at least one well to provide RF heating to the subterranean formation. The double-wall structure may absorb heat from adjacent portions of the subterranean formation. The double-wall structure may also include inner and outer walls defining a solvent passageway therebetween coupled to the solvent source. The outer wall may have a plurality of openings therein to eject solvent into the subterranean formation. The double-wall structure may transfer heat to the solvent so that the ejected solvent is in a vapor state.