Try all the booleans first, (with only 2 objects), and if that doesn't work, (btw you can CTRL + Z all the time if it doesn't work), try changing the order of selection (make the other object green highlighted), and try again. Usually works.
First off it looks like the edges are still there so check that when you did the last boolean operation maya didn't just create a face/s that is in the way and just looks like it's removed the other operations as maya can do this sometimes.
If not then it looks like it would be simple enough just to cut the widow shape with the split poly tool as it's only a square and then extrude it inwards.
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