One of the issues that some kids with sensory issues deal with are not realizing they're in danger. They don't understand that what they are doing could get them hurt. Many times, especially when they're young, you can't even explain the fact that they are in danger by what they're doing.
I have to admit that one thing my son has done numerous times was climb in the window. It didn't matter if it was open or shut he was right there. Many times these were second floor windows which as you can imagine gave me quite a fright as I knew the danger even though he did not.
We tried several different safety devices at the stores and my son figured them out. Even the ones that were screwed secure to the point my husband could barely unscrew them to remove them my son for some reason unknown to us were able to undo by himself. (We've yet to figure it out.) I was bound and determined to find another way to go about keeping the window shut without having to install bars (Hardware stores do carry them although I suggest you contact your local fire department about their suggestions on types or brands in the case of a fire.)
So I realized if I went to the store and got some suction cups the one with hooks on them and place them on the window that doesn't move that the suction cup if firmly placed will stop the window from opening. This can be placed at the top of the window and the hook can be removed. If needed several can be placed all over the window. We removed the hooks due to our children but you might find that your child will love them on the windows if you hang artwork from them. Who knows? We just did what works best for our family.