I've now finished gluing on my windows. On the two bay windows, I painted the main body colour around the window openings as I thought it was going to be too fiddly to try to apply clapboard in such a tight area. The clapboard will start underneath the window sills. The windowsill of the living room bay required a certain amount of fiddling and trimming to get it to fit around the complex angles.
The small windows were a bit fiddly as well - these are the two second floor windows on the front, and the two on the side (although I am only using one side window as I didn't punch the ground floor side window opening). The instructions say to glue-laminate the three layers of external trim to form the window frame, aligning the top of the window opening. The implication is that you then achieve four matching window frames that appear as a solid unit along the edges such as the top edge and the sides of the window opening. Certainly in the box picture these look like solid one-piece windows.
I found that none of my three trim layers exactly matched each other on these small windows on all edges. And I don't mean they were a little bit out - it was more like a 1/8th or 3/16th inch difference on several edges. So for example, instead of the top of the window appearing like one solid edge, I have three distinct edges from the three layers, with perhaps the middle layer sinking inwards by 1/8th inch and the top layer protruding more. On the middle 'strut' of a couple of windows, the second layer is significantly narrower than the first layer.
I decided to just leave the separate layers showing, in a kind of 'carpenter gothic' effect. Where layers were almost the same (such as on the very tips of the wings of the upper flared part) I did sand to one level, but otherwise I just painted them all the same trim colour and sanded the individual edges smooth.
The other item that requires a bit of fiddling is the windowsill. On these small windows, the window sill fits over the three 'legs' of the window, and then fits into the actual window opening to form the sill. All of my window sills required customisation to get them to fit over the 'legs' of the window (slots needed widening) and into the window openings (tabs needed trimming). And in order to have the sill fit tightly against the window (i.e. no gaps beween the 'legs' and the back of the sill slot), I had to trim width off the sill on all the inside edges.
On the side window, I also had to trim length off the sill on one side because it was obstructed by the corner trim.
When gluing the small windows onto the house, I found one window opening was too tall - if I aligned the tops of the window openings, but glued the sill onto the bottom edge of the opening, it left a significant gap between the sill and the bottom of the window trim. I filled this with a bit of coffee stirrer - now that it is painted to match, it looks like part of the 'carpenter gothic' effect.