would have thought this would be fairly simple get window made by Double glazing shop ( makes it their problem to get it right) put a lintel above it to support the wall above ( if required) draw a circle on the wall, to take window, drill round the outside with 13mm drill making loads of holes join holes with club hmmer & chisel / SDS drill fit window, make good
These people might be able to help. Let us know if they can or can't. http://www.kent4frames.com/windowstyles.html