You could do it that way.

When I was van camping across the U.S., I made custom window-shaped forms out of wall paneling (1/8"), then cut out the interior with a sabre saw, leaving a 2" (or so) wide solid rim.

I found strips of U-shaped metal stuff (think metal molding --I don't know what it was for) at the hardware store, and hot-glued it in place, roughly an inch up from the bottom edge, for the window glass to catch on.

Then I hot-glued screening in place.

All I had to do was raise the glass a bit, set the thing in place so it would go up into the groove that the glass normally went into, then roll the glass up snugly to hold it in place.

They also discouraged people from reaching into the van to pet my dog. My girls have always considered my vehicles to be THEIR vehicles, and all strangers had best stay away.

And they lasted for years. Alas, I had to make a new set for each vehicle, as no two vehicle windows are alike.

Sue