Additional prefix and suffix required when windowing an OFDM symbol?
Yes, it is necessary to add an additional pre/suffix to the OFDM symbol that corresponds to the window length when windowing is applied. As the length of the already existing cyclic prefix is usually chosen as the maximum delay spread of the channel no further Inter-symbol interference (ISI) must be introduced or otherwise orthogonality is lost. The windowing method described in the link you referenced is introducing additional ISI by overlapping consecutive symbols.

Furthermore, weighting some samples of the OFDM time-domain signal with different factors is a distortion that also distorts the constellation in frequency domain, as you say.

Note that windowing is not filtering. Windowing is the multiplication of the OFDM signal $x_k$ with some window function $w_k$. In contrast, a filter has a memory.