Learn Hardcore Korean: dongjjok changmuneuro haesbichi deureowa. - Sunlight comes in through the east window.

동쪽 literally means “east” or “eastern side.” Here it’s a pure noun acting as an attributive modifier for 창문 (“window”), so 동쪽 창문 means “the east-facing window” or “the window on the east side.”

Why is 창문으로 marked with -으로 instead of -에서, and what nuance does that give?

The particle -으로 after 창문 indicates the route or means by which something moves—in this case, sunlight traveling through the window. If you used 창문에서, you’d mark the window as the location where something happens (“at the window”), not the path.

창문으로 들어와: “comes in through the window”
창문에서 머물다: “stays at the window”

Why is 햇빛이 followed by -이 instead of -가, and could I use -은/는 instead?

Korean has two subject markers: -이 attaches to nouns ending in a consonant, -가 to those ending in a vowel. Since 햇빛 ends in the consonant ㅊ, you use 햇빛이.
You could use the topic marker -은 (햇빛은 들어와), but that shifts the nuance to “as for the sunlight (as opposed to something else) it comes in,” adding contrast or emphasis. The neutral “the sunlight comes in” uses the subject marker -이.