The answer has been revealed. See the Update above.
ANSWER: The window is in the ceiling at Paris! A commenter below got it correct, as did others on our Facebook page. Your prize is knowing that you have a more detailed eye for Las Vegas design.
If you think about it, there are quite a few Vegas hotels and casinso attempting to pull off the faux-Italianate or faux-Française theme, or a combination of the two. Specifically we're talking about the ones that lay it on thick: Bellagio, Monte Carlo, Paris, and Venetian. Not too long ago, while walking through a casino which will remain nameless (for now), we were struck by the realization that so much of the minor interior design of these hotels could be swapped, or mistaken for each other. We tested out theory and proved it right amongst friends, using the image above.
Do you know in which casino the above stained glass window belongs? It's probably not real stained glass, but for the sake of this test, we'll use those words.