I really think the bar is a bit of a red herring here - yes, it's compounded the issues, and has likely breached planning rules, etc.
But it sounds like the wider issue, OP, is the fact these people have already started a campaign of harassment against you with the dog shit and broken glass being thrown, etc.
IMO this complicates things massively because as CovidCorvid says, regardless of the outcome of a planning complaint, it sounds like it will just escalate their animosity towards you further.
If you mention the bedroom window issue to the council, it will be obvious that it was you who reported them, so I'd be very careful how you go about this - are there other neighbours who can see the structure? Will they know it was you if you don't mention the window at this point?
I'm not saying don't report it, obviously - I just think they're going to see it as whoever reported them spoiling their fun (they will absolutely not see it from your point of view, ever) and they're unlikely to accept responsibility for their behaviour or lack of seeking planning permission - they will just blame whoever reported them.
Also, they've obviously shown the bar to their friends and it will be humiliating for them to have to demolish it or to not be able to invite people round or to tell them to be quiet when the do come over, so again, they will blame whoever reported them for that, likely egged on by their drunken mates.
Plus, they've obviously spent a lot of money out on it, so it will again piss them off if they have to demolish it all. Completely their fault, but they will blame whoever reported them.
I'm not too familiar with retrospective planning permission, but presumably if they were forced down this road, the council would do a consultation and you'd still end up flagging the window issue - so your objections may well be the reason permission is refused anyway, and they would obviously find out you objected as part of the planning process.
I do sympathise as it's horrible living next to aggressive and hostile neighbours. I just don't know whether you're ever going to get to a point where you can happily coexist with people like that living in such close proximity to you.