I get this weird thing when i set auto holes on the wall. It should boolean a hole for the window.
Look at the settings for the "CTRL_Hole" object: if that object is renderable ("camera" icon in the last column not grayed out), you'l see it in the render. The hole for the window will be present, just hidden by the Ctrl_Hole object.
You could also try the other 'solver' option in the boolean modifier.