If you don't need to see out, why not removable window film? Let's light in and I doubt they could harm it. Roll down blackout roller shades if dark is needed.

I've had cellular blinds in my son's room for over 10 years. they've held up very well. Bali Double Cell from Blinds.com (their customer service is the best). I've order at least 10 blinds from them over the years and hands down, they're the best. they even replaced two after two years due to a malfunction.

I got the black, but they come in many colors, with or without the black-out option, and cordless.

We always just did the valance and roller shade combo. Never had an issue. Cords are never a safe/good choice in a kids room. Valances may be "out" now--but how could some color hurt???