This is a particularly nice example of shuffling and reshuffling an ancient building. The picture is of one of the gates into Diocletian’s palace, visible at the lower right. As is proper for an emperor, the gate was about two stories high and impressive.
Once he was gone, however, the new tenants did a bunch of stuff. You can see several smaller windows, some of them quite modern, popped in at the left. In the angle is at least one light source and what looks like a security cam. Over the great gateway I’d bet the two big arched windows are added after Diocletian’s time. You don’t want big windows overlooking a gate that might be assailed by troops.
Whoever installed those big windows was second guessed by the next tenant, who bricked them right back up again. I’d guess this was to keep the drafts down. The room on the other side must have a very high ceiling. It’s cold in Croatia in the winter time, and there was no central heating in these buildings. The arched panes at the top were enough to let in some daylight.
Finally, much more recently, someone punched through the bricks to install the two smaller modern windows. The room on the other side must look pretty strange, with the big arched windows at the top and then the tiny casements at the bottom.