Pyracanths are very thorny too, it makes for security, no=one would want to get on that windowsill if there is another next door.
Native climbers make me think, dog rose, honeysuckle and hops, rose and honeysuckle provide flowers, hops are pretty dense and would provide shelter for nests and such. The native clematis, old man's beard might be worth considering.
There are a number of attractive non-native climbers which wild life would still like, such as climbing hydrangea, jasmine and passion flower, as well as some attractive climbing roses. You say under the window, if it is a ground floor window you might consider something like cotoneaster horizontalis which grows flat against a wall without actually being a climber.