I presume that you mean the bay is leaking, and not specifically the window (s)?
1. In pic 3 the sheet lead has been funnelled to chute the water into a RWP.
This arrangement, as you can see from the staining, has lead in the past to blockages.
Perhaps take a closer pic of that area.
2. If you can gently lift the cover flashings on the rim of the bay, and at the brickwork, and then see whats what. Take pics.
3. After doing number 2 above, pour a bucket of water on to the bay flat, from the far end, and observe how it drains.
4. The lead looks to be fairly recent, but clean it off and carefully look for cracks. Perhaps do a pic of the whole bay roof. How wide is the roof?