I'm not a realtor either but I would think blocking the windows would be more of a issue affecting market value, especially since you would probably need to make the room "soundproofed" (LOL). Now if you added a sun room style that would probably be an asset and you wouldn't lose your natural lighting.
YES on the storm shelter. I see you're in AL. My niece lives just outside Tuscaloosa and they built their storm shelter prior to building their home on the land they have! Has come in handy several times.