Over the years I've had seven windows shatter on me. To date, every one was preceded by a window heat fault. Then, as you either action the checklist and turn off the window heat or the heat is turned off by the aircraft (tripped C/B, controller function etc.) the window shatters. So far, I've only ever had an outside layer shatter. But what a bang it makes when it lets go. Because the outer layer none of them have had much effect on any of my flights. A failed inner layer would have had more of an effect but even then, a safe outcome should be assured.
PM