What do "azimuth window" and "compass switch" refer to in this accident report?
They are autopilot controls are visible in this clip from the Wikipedia cockpit picture:  

  

Source: Wikipedia   

Airliner avionics have independent left and right systems for the captain and first officer. But, in many aircraft, there's only one autopilot. It's not a critical system and the crew can hand fly the plane.  

The autopilot controls allow it to be set to receive data from either side. Standard procedure is for it to be set to the side of the pilot flying so it follows what the pilot flying sees. The pilot not flying can monitor the flight on their displays and detect any deviations.  

Note the switch at bottom center with the option to select Port or Stbd.