I cant comment on if the AT4 blast wave is powerful enough to destroy window glasses away from the blast area, as with all the blasting I have done, it was made certain there was no glass nearby that could be breaking.
On the wall, it looks like a carcass building to me. If this is true, the hole is at least 3-4 times too big. And if it was the HEDP round or CS AST, the hole should be much smaller, with a small initial entry hole, after which the wall of the room the round explodes in might get pushed out, leaving still a rather small hole.
Referring back to my video, you can see the round penetrating the wall after the sandbag bunker clip, and if you go back to 2:00, you can see the same round (same amount of explosives) in a different mode. That can give you an idea on the amount of explosives used in the round and on its destructive capabilities. (I failed to find the amount of explosives in these rounds on google)
I'm not trying to explain to you how weapons work, I just like to back up my claims, hence the video.