IIUC, the microwave bursts are extremely directional, so you can’t really monitor for this effectively. Similarly, it’s bit unrealistic to cover the entire embassy in thick steel (and have no windows).
Such an attack cannot be hidden from detectors in the vincinity. There is far too much energy in the air for an antenna not to pick up on diffused and reflected emissions.
On the other hand a fine, grounded mesh will protect just fine against such attacks. Even in windows. Look up IEMI shielding.
Now taking these two together I think that it is possible that the embassy had both shielding and detectors. Because the attacks may have happened outside the shielding, and the detectors were inside to detect bugs.
I accept that the detection is probably possible because of the reflection, but I’m doubting the effectiveness. (The blasts would be incredibly short, and it seems like it would be hard to distinguish between severely attenuated reflections vs noise from other sources.)
Re: a mesh in the windows, given that we can’t even shield microwaves, I’m seriously doubting such a weak faraday mesh would be effective. But I don’t really know what the attenuation model would be.
Perhaps my assessment is overly pessimistic, but I think your assessment is overly optimistic.
I don't know what type of filtering is applied to detect radio-transmissions. If the detection equipment is not looking for microwave-attacks, they could indeed get filtered out as noise. But again, at intensities that induce the Frey effect you illuminate a neighborhood well above the normal noise-level. You can't hide this.
I disagree about the shielding of microwaves because the shielding is obviously very effective. If it weren't so, we'd feel physical discomfort with our face less than a meter from the magnetron.
For the properites of shielded windows, I refer to "Shielding Effectiveness and HPM Vulnerability of Energy-saving Windows and Window Panes"[0]. The three panes they measured range from 15 dB to 35 dB attenuation. Now scaling an attack by 15 dB is not generally easy. It may mean you have to reduce the distance and operate from a van instead of a flat for example. By 35 dB we're talking about three orders of magnitude which makes scaling impossible because it'd cook the whole neighborhood.
Your microwave oven has a mesh in the door that you look through all the time, it keeps the microwaves inside, and keeps you safe. This is a well known technology.
On the other hand a fine, grounded mesh will protect just fine against such attacks. Even in windows. Look up IEMI shielding.
Now taking these two together I think that it is possible that the embassy had both shielding and detectors. Because the attacks may have happened outside the shielding, and the detectors were inside to detect bugs.