You might try to find an oblong or oval rubber grommet to seal the window against the cage tubes, similar to the round rubber grommets used to pass wires or pipe through sheet metal panels.
Try:
http://www.customrubbercorp.com/p_gromm11.htm
http://www.manuf-rubber.com/grommets.html
http://www.mcmaster.com/#rubbe...met-bushings/=cvzjqu
Or maybe line the opening in the window with Edge Trim:
http://www.mcmaster.com/#flexi...rip-grommets/=cvzkil
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