Hullo. Not much help to you now I realise, but cyano is well known for producing that fogging reaction with SOME transparent plastics. Their are a couple of possibilities that I'm aware of, but as far as I know, there is no glue which will adhere well to wood without a STRONG risk of the glue squidging out onto the window cut out, and/or onto the transparency. I stand to be corrected though, and will be interested to see any other replies!
What I've done in the past with such things is:
A) Try a different type of transparent plastic for a type which does not produce this reaction with cyano (try on odd scrap corners first of course). There are some which do not cause this reaction, but unless you're good at identifying plastics (I'm not) it's a matter of trial and error. For such trials a good source of suitable plastics is supermarket packaging for meats, vegs, cakes, etc.
2. A good, strong, double-sided carpet tape, cut into thin strips and applied to the inside of the cut out. If the inside is not very smooth/unpainted, try and get a coat of clear varnish around the cut out - you're aiming for as smooth a surface as possible. It's important that the tape is well pressed into place. Then press the transparency into place (after removing the protective cover!) and burnish the whole lot down HARD - I use the back part of the handle of an old teaspoon, but make sure it's smooth and scratch-free. IF the space in the toy permits, add further strengthening with tiny pieces of triangular ply or stiff cardboard glued into place with PVA.
3. IF you think you can do it without squidges, a fast-drying epoxy such as Devcon 5 minute will stick some plastics quite well. But again you'll need trial and error to be sure the epoxy will stick the plastic.
4. A glue which I've found WILL stick to just about any plastic (and well to wood also) is called UHU Stabilit Acrylit Express (that's what it's called here, the name may be a bit different in UK). But you're looking for a yellow and orange cardboard box containing, a) a tube of orange-coloured "jelly"; b) a grey plastic "tray" with an empty space plus a see through lid on a "dimple" containing a white powder; and c) a little plastic measuring spoon cum mixer. You get 1 spoonful of the white powder out and tip it into the empty "dimple", then add some of the orange jelly to the top level of the empty space and mix until the whole lot until it becomes a sticky (and smelly!) goo. Spread that (carefully!) around the opening and press the transparency in place. It will stick well, but unless you've got a LOT steadier hand than I have, it's odds on you'll get some squidging out onto the plastic. It's also pretty quick to harden - you've got somewhere between 5 and 10 mins (max). But it does work!
5. Finally, model aero shops have a glue called "RC canopy glue" which I've heard works well, but I've never been able to find any here.
HTH
Edit for P.S: My post crossed with Gerry's. Hope you can find canopy glue in UK. I've failed completely in Switzerland, so never tried it.