I am in the process of buying a house. One concern raised by the surveyor was that the replacement plastic bay window frames may not be adequate to carry the load of the wall (the original wooden frames would have carried this load). The local search shows that the works were carried out by a FENSA certified window person. Does FENSA have anything to do with structural standards, or is it more to do with thermal performance standards?
The FENSA website says:
FENSA covers the replacement of external windows, doors, roof windows and roof lights against the relevant Building Regulations in domestic properties on the original foot print of the property where the use or size of rooms have not been altered.
And Approved Document A is titled "Building regulation in England covering the structural elements of a building".
So in theory a FENSA certificate should guarantee that the new windows won't cause any structural issues (in addition to not falling out and hurting someone, providing adequate insulation, etc). In practice, it's quite possible that the installer (or building control officer) didn't do their job correctly and that the certificate is meaningless. More likely is that the surveyor raised a concern to cover themselves, just in case.
The houses I'm familiar with all have lintels above the windows and the window frames themselves aren't structural. You might start by asking the surveyor for further details. If they're not in a position to provide more information, the safest thing to do is commission another surveyor or structural engineer to look specifically at this problem (and any other concerns that were raised) and provide an official report that you can provide to your lender or insurer if required.