I am getting to that point in a project as well. So I have been thinking.
For my rectangle windows, I use the splayed opening in the windows library, and place it in the same spot as the window itself.
Is that how you do it?
I think for the arched top windows you're going to - well I am until I hear differently, create a slab, and SEO it with roofs etc until you get the splay to look as you like, and then save the slab with a wall hole ID as a window. . .
But, I haven't tried this yet.
