The short cabooses I have ridden (0400, 0402 of the RGS, 0500 of the D&S and the cars at the CRRM) had windows that could be open. Because of their placement in the walls they would only open about 3" as that is all the room above the frame the window had to travel before hitting the top frame sill. Look at the 0400 Photo Page from Bill White's RGS Technical Page, V4 #1. Look at the photo of the "Conductor's office," second from the top on the right and the two bottom photos and you'll see that, although the windows are closed, the lifting hardware in the center of the bottom frame is evident (little black handle).
This is not to infer that they were "all that way" but this is what I have found.
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