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The eoPortal document Cupola Observation Module of the ISS found in @Dragongeek's answer to What are the two orange tabs stuck on opposite edges of each window of the ISS cupola? has some interesting items and references. One of them reads:

Hardware (secondary) - 2 Window Change Out Covers to support on orbit window assembly replacement

How do you replace an ISS window assembly on orbit?

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    $\begingroup$ The Cupola is probably a special case. You can close the CBM hatch behind it and allow it to vent to vacuum and then pressurize it when you are done. I doubt they ever want too! Also, probably has an inner window and outer window, both of which are sufficient in the short term to hold out the vacuum. I.e. Change the outer, inner protects. Change the inner, outer protects. $\endgroup$ – geoffc Nov 13 '18 at 16:09
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    $\begingroup$ Seems like they did it last year. Reading that, it seems it's just the outer sacrificial pane that they swap out once it gets too damaged. $\endgroup$ – Dan Mašek Nov 13 '18 at 17:17
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    $\begingroup$ @DanMašek per your link: "In the event of the damage being more serious, on-orbit replacement of an entire window is a design feature." it seems it isn't always just the outer pane. $\endgroup$ – uhoh Nov 14 '18 at 1:00
  • $\begingroup$ @uhoh I'd assume it would go down the same as when they found the drill-hole. Seal off the module, find the source, assess the damage and attempt repairs (likely using an EVA). They could even seal off more than one module to make a make-shift airlock then send someone in. Didn't they seal off the Zvedza module to prevent further station depressurization in that drill-hole event? Which means you'd basically have a dead-weight inoperable module until you do the repairs? $\endgroup$ – Magic Octopus Urn Jul 12 at 14:20
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The plan for replacement of an entire window is a bit surprising. It would not be done by closing the cupola hatch and depressuring the cupola - although such a hatch does exist. (in the picture 1 = hatch track, 2 = the hatch).

enter image description here

(image - NASA, annotations mine)

Instead, an external pressure cover would be fitted to the outside of the window by astronauts performing an EVA. Then the window would be swapped out from inside the cupola.

Sources

This reference states that the external pressure covers are not stored on orbit but must be carried up on demand by one of the logistics vehicles.

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    $\begingroup$ That's terrifying, do they seal the internal hatch during the replacement just in case the replacement goes awry? I'd hate to say it but if you could lose one person in case of the pressure cover failure, it's much better than the whole station (0 losses is far more acceptable). $\endgroup$ – Magic Octopus Urn Jul 12 at 14:37
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    $\begingroup$ I haven't found the actual procedure sadly. I'm sure a lot of leak checking would be done. $\endgroup$ – Organic Marble Jul 12 at 14:38
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    $\begingroup$ If the external pressure cover is fitted to the outside of the window, pressure on both sides of the window should be equalized before it is possible to remove the old window. So there should be an equalization valve for each window within the cupola structure $\endgroup$ – Uwe Jul 12 at 14:41

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