Obviously I am not spending the time on this I would if it were my own VX but here's a thought:

put some very soft rubber gasket/piping around the very outer edge of the Lexan, then the velcro inside that, so that when you press the velco to the frame it slightly compresses the rubber piping. Will take some searching and trial and error, but other than that I think you will need clamps and weatherstripping if you want complete weatherproofing.

Again McMaster-Carr should have several kinds of rubber piping, or even some with adhesive already on. Although for the velcro I would use body tape as you don't want to keep pulling the velcro off your window frame every time you take the lexan window out.