I think it's a possibility Roch, in fact there are various possibilities as to how he may have entered or exited the house.
Just because it's accepted he entered through a window in the early hours doesn't mean he did any such thing.
There's no evidence to prove this anymore than evidence that he crawled out later and banged the window shut.
These days I find it difficult to believe Sheila killed the family and shot herself twice therefore I can accept he may have locked the front door and secured all windows from the inside before climbing out of the main bedroom window, leaving it slightly open. Makes more sense to me than trying to secure windows from the outside. 
Hi Maggie. Everyone has got to explore their own thoughts and doubts. Currently I'm wondering whether Jeremy had any foreknowledge of Sheila's intentions - whether he could have aided / facilitated her. However, this doesn't really fit with Jeremy's description of Sheila during the conversation at the table the evening before. If anything - he underplays the tension in that situation.
I still don't understand how exits could be made fully secure
from the outside though. Other than some bizarre theories - It seems that posters are totally ignoring this fact when replying to this thread.
And then there is the quote attributed to PI Miller, in the video - interesting, especially given that he was a key prosecution witness.
With regards to some posters' ever faithful adherence to the official prosecution evidence - the video successfully exposes the complete lack of professionalism in DC Barlow's actions.