the problem I'm having is they are sitting/playing on the windowsill and I've tried blocking it with other furniture and toys and they just climb those as well :| but the headboard is tall enough they would not be able to climb/fit behind.
Is the window currently an escape route? Like with stairs outside?
No there is nothing outside the window. There are 2 other bedrooms on each side of hers and only 1 entrance (front door)
I would look into a window guard, something sturdy that you have to attach you know
Can you block half the window and other half on the wall?