For a right-angled Coxeter system $(W,S)$ and $q>0$, let $\mathcal{M}_q$ be the associated Hecke von Neumann algebra, which is generated by self-adjoint operators $T_s, s \in S$ satisfying the Hecke relation $(\sqrt{q}\: T_s - q) (\sqrt{q} \: T_s + 1) = 0$ as well as suitable commutation relations. Under the assumption that $(W, S)$ is irreducible and $\vert S \vert \geq 3$ it was proved by Garncarek that $\mathcal{M}_q$ is a factor (of type II$_1$) for a range $q \in [\rho, \rho^{-1}]$ and otherwise $\mathcal{M}_q$ is the direct sum of a II$_1$-factor and $\mathbb{C}$. In this paper we prove (under the same natural conditions as Garncarek) that $\mathcal{M}_q$ is non-injective, that it has the weak-$\ast$ completely contractive approximation property and that it has the Haagerup property. In the hyperbolic factorial case $\mathcal{M}_q$ is a strongly solid algebra and consequently $\mathcal{M}_q$ cannot have a Cartan subalgebra. In the general case $\mathcal{M}_q$ need not be strongly solid. However, we give examples of non-hyperbolic right-angled Coxeter groups such that $\mathcal{M}_q$ does not possess a Cartan subalgebra.