The side windows are tempered glass.. It takes a pretty decent force to knock them out. it's easier to break this type of glass by hitting it on the edge. I think the shrapnel did that.
The windshield is two pieces of plate glass with a thin layer of plastic in between them. It is designed to keep you in the car in an accident. Looking at the damage, this was a decent blast and the source was centered over the driver's seat.
(Former auto glass installer anon.)