IMO the fact that the window/shutters were closed when the police arrived and none of the group claimed to have seen them open is clear evidence that there was NO plan by the McCanns and/or their friends to lie about how they found the windows in order to convince the PJ that an intruder had broken in.
Either that or the McCanns and their friends(if they were in on it) were all as thick as two planks and didn't realise that by closing the window/shutters before the police arrived - they were actually destroying their own plan.
DW didn't see any window open when Kate was alone with the twins. Kate repeatedly told her she found them open so DW went outside and tried to raise the shutters but she couldn't. They twisted and got stuck as seen in crime scene photos. Let's stick to the facts.
Look at Payne's mess of an answer about the window/shutter (when he first entered with the McCanns after the alarm was raised). It was pointed out to him the window open but not the blind/shutter. He finds it so difficult to answer a simple question (down it's open WTF). Better keep an eye on that one

1485 "What do you mean the change in the blinds in the window''
Reply "Well you know it was pointed out, the window was open, the blind's not, you know, err down it's open, you know so those things you know I was made aware of but err as I say I couldn't tell you exactly how far down the blind was or how much the window was open.'