I haven't seen a change window in a bank in years. Nowadays windows are all-purpose.
500 Euro is not a big amount, so they probably will have that much in smaller notes, but it will be purely up to the goodwill of the cashier to change the big note into smaller ones and, let's be frank, they will find it an inconvenience as they will then be stranded with a big note they will not be able to pass on to another customer.