The screen has not one thing to do with the performance of a window. I'm not sure what you mean by "cold"...look or actual temperature, insulation value?

Call a window company in your area for an onsite visit. Much depends on whether you are using "replacement" windows or new construction windows, which require a whole new frame and obviously a considerable amount of extra MONEY

Marvin's all-fiberglass Essential windows are designed like vinyl windows with the glass forward of the nailing fin for a bit of a bug-eyed look. I suspect it might have something to do with the strength of the all-fiberglass or vinyl materials.

Marvin's fiberglass clad wood Elevate and aluminum clad wood Ultimate windows have a more traditional design with the glass behind the nailing fin.

These distinctions become more difficult to discuss if the windows are the "replacement" kind without nailing fins.

Here are typical old Andersen windows:

Essential

It would help if you posted photos of the windows in question.

Definitely what Jan said - if you're browsing on a home store website, there should be a way to filter for "mounting method" or "new construction/replacement." Sounds like you've got new construction set. Replacement will usually say "without flange" in the title as well.

"Much depends on whether you are using "replacement" windows or new construction windows,"

Not necessarily, it typically depends on the window type. Vinyl and residential all aluminum windows are not manufactured the same same as the wood and wood clad products. See RES post above.

There are two kinds of replacement windows: insert (installed in an existing frame & sill) and full frame replacement (old frame and sill removed).

I doubt the old Andersen window frame was reusable but if it was, the OP should tell us and provide a photo.

For full frame replacement the flexible plastic nailing fin of the Marvin Essential double hung is removed and holes for through the jamb screws predrilled at the factory or in the field.

The position of the unit in the wall should be the same for new or replacement installation although I guess it's possible to move the window back slightly and use a smaller cap flashing but this model window is never going to look like a traditional window.

If the Andersen frame was in good shape all you need are new sash from Andersen. My Andersen windows are from 1971 and replacing just the sash was very easy. Didn’t need to touch the interior trim or anything on the outside. Saves time and $ and the windows are like new. I recommend looking into that option for your last 3 windows.

JAN MOYER The Marvin Essentials are cold meaning temperature. That seems to have something to do with the placement of the window or the window just not being very good. I did find this about energy and "innie" windows: https://aebuildingsystems.com/why-are-innies-becoming-the-in-thing-for-energy-performance/#:~:text=Innie%20Window%20assemblies%3A-,Pros%3A,thermal%20envelope%20of%20the%20building. I realize that I can call a window company, but so that the experience doesn't prove to be another very expensive fail, I want to know exactly what to ask for. As for new construction vs. replacement, the Marvin Essential windows used the same window space with wood frame all around. Although I may be calling something a frame that isn't. Let me put it this way: the old Andersen windows were removed completely, that left wood within the space -- that wood was not replaced. The new window was nailed in and flexible flashing tape was slapped on all around, then ABS plastic surrounds were put inside (though at the time they told me those were fiberglass).

res2architect The Essentials are basically flush to the stucco, maybe a fraction of an inch beyond. I have seen windows with that "bug-eyed" look. This is not exactly that. I will take some pictures of one of the old Andersen windows and one of the new Marvin windows. The lack of protrusion of the Marvin windows has scared a number of stucco contractors, and I ended up putting clunky wood around the windows again even though I was very clear when purchasing the windows that I wanted to stucco in the gaps and get wood off the house. The Marvin Essential brickmould that might have solved that problem by offering more protrusion turned out to be another Marvin window fail. Two different installers tried it and could not get it to work -- it would gap in places. I thought it was the round-head screws that Marvin provided for the brickmould clips, but the installers said the screws were correct, that it was just a poorly-designed system.

Here are some pictures (Marvins are white). In one photo the gap is shown without trim, but the trim clips are there -- in case that's confusing.

BobH Just changing the sashes was never an option. The vinyl exterior was made brittle by the sun. Final insult to that was hail breaking through. That was on the south side. The North side is ok, but still needs replacing -- some of those "strings" that run down the sides are broken, and I don't want dark colors on this home anymore (they just can't take the high-altitude, super-strong sun where I live).

Travis Johnson I actually questioned the hollow nature of the Marvin Essentials before buying. The salesman told me the air inside insulates very well. Of course, I know now that just isn't true.