I think I would put some Roman shades on those windows, in a light color that would almost match your walls....like a linen color. They are easy to make if you know how to sew.

I think you could make this room look pretty cozy with window treatments and a decorative piece between the windows. I'm attaching a picture of narrow drapes. In your case I would have only a single drape on each window, pulled back to the outside wall. A solid blue like your pillows would be nice.

In between you could put a weighty piece of art--I've attached an example of a 30"x30"x2" piece that could be interesting.