Often upvc windows are screwed in by the sides, sometimes top, siliconed outside, and a bit of upvc trim or silicone on the inside to tidy it up. What I've done with ones like this, is remove the trim/silicone inside to find 10mm gaps - spray a bit of water in gaps and expanding foam, then make good after. I've also drilled holes in inconspicuous parts of the upvc extrusions, and filled them with expanding foam too - you shouldn't do this with any parts that might have water dripping through them to the drains at the bottom. I think you could do upright sections (not below an opening window), and top sections of upvc extrusions. Generally done by removing the glass, drilling 7mm holes every 30cm or so, carefully putting in expanding foam, and something to stop it going everywhere which it will find a way of doing ..
You may find significant metalwork for strength in the corner mullions, so won't usefully be able to insulate these further.
I wouldn't bother removing and refitting unless you want to change the position?

Nb: warm edge glass, planitherm total+ or somesuch softcoat, defn. not aluminium spacers. It's the U value of the glass that makes most of the difference between windows, not the frames.

Thanks - for example like this (additional pic to follow). Please note that we have stripped this all back, used insulating lime render on this wall below the window (and also improving general ventilation and heating in the property). But I just want to ensure the windows themselves aren't contributing to the thermal bridging more than necessary. Not aiming for passivhaus or anything, just want to ensure no mould

@RobL thank you - that's useful info, we will share with our builders to see if they can help do that

I'm glad I asked for photos because I completely misinterpreted your original question!

The fact that mould is showing all over the wall suggests the wall as a whole is still going to be a problem. Granted there is worse mould at the junction between two walls and the window (the former of which you'd expect as geometric thermal bridging).

It's difficult to see what you can do short of heating and ventilating more, or making some fairly large interventions. I'm guessing this is a single skin wall.

You could hire/borrow a thermal imaging camera to check if there are any obvious weak spots.

Is the wall lined with paper? On your second picture, there's no gap between the wall and the bottom of the window board is there? I assume it's wet plastered, not boarded.

The bay window (the construction, not the window frames and glazing) is original and not added later, correct?

I suppose you could refit the window board with something more insulating but I doubt that's going to make a huge impact and I think you'll be chasing the problem. I was wondering if the telephone points were a clue with some dodgy holes from wiring, but that might be grasping at possibilities.

Long term I suspect you either need to heat and ventilate more, or insulate the wall.

One thing I forgot to mention - the wall isn't damp is it? Could there be higher humidity in the wall, for whatever reason which is exacerbating the mould problem by keeping abs humidity high and also the temperature low?

Can you take a pic of the upvc window itself? Open the shutters and take a pic - they are just internal shutters we can see, is that right, or am i confused?
Standard Double glaze units used to be U=2.7, they’re mostly 1 to 1.4W/m2/degC now, as of maybe 15years ago. Frames haven’t improved much in contrast.
If you have an IR temp sensor you can calculate the U value of the glass.