1)Gunsounds can be played at any animationframe, if you want three sounds playing during the reload sequence then that could work.
If you want randomized gunsounds then you would need randomized firing animations.
Like from AirMod where you use
start fire_1
start fire_2
etc (or something)
Then assign the right soundframe to the right animationframe)
2)It all depends on if you want it as a segment or as an entity, in either way you would first need to create a model of the window, then make a texture with an alpha channel where th windowpart is dark grey.
Then just make an entity with the texture and model and you have a window.
3)Edit the texture, either by making the color 0,0,0 black. Or edit the alpha channel to 0,0,0 black