Ask around for used, take out windows. Craigslist too. We have Habitat For Humanity Re-Stores that sell donated and take out stuff for very affordable prices.
Neither plywood nor OSB holds up without being covered. OSB uncovered will not last long at all. Even exterior grade plywoods, these days, only last a bit longer. They are designed to be covered. Treat Plywood last a while, but spendy!!!! Note the OP's photo. Water splashing on the lower...
Cannot really tell from the photos, but if the eave soffits are open, you'll have pretty good ventilation, right where you need it.
A window or two, however, would provide wonderful lighting for both you and the birds.
As far as the siding, if some pieces of wood siding are gone, I'd replace...