Good Questions: Advice for Window Coverings?

hi apartment therapy! please help! i just moved to a beautiful apartment in brooklyn heights and i am having a really hard time with the windows. they are double encased and jut out into the room, i'm assuming for insulation and noise reduction. i am not allowed to drill into the frame of the encasement, shown below. i can drill anywhere else, as long as its not directly into a moulding, which there are many layers of above the windows. i've been researching roller shades with extension brackets but i have no idea how brackets work and i don't want to spend a fortune on custom shades only to have them not work with my situation. if you or your readers can suggest anything, i'd be eternally grateful. also, there is a working heating vent directly under one of the windows. i really don't want to do short curtains, but i guess anything is better than my current solution of newsprint! thank you!

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