How to close this wall
This is fairly easy since you have that big header holding the roof up. You would remove the stucco on the header, at the bottom I would probably pull the trim exposing the frame of that short wall. Then I would build a wall with the opening for your window in the space and stucco the outside, once that is sealed up you could open the wall of the bathroom and remove the stucco then finish the floor to ceiling wall inside the porch area, since you are not modifying a load bearing wall you may not need a permit, that is one of the qualifications for getting a permit in my area. But this looks like it is a good idea to me. Check with your building codes department.