Citroen C4 all windows opening mysteriously

Welcome to modern cars where basical everything is connected,in your case it runs through a control unit called the body systems interface or bsi for short,and this is the thing that needs testing,acess is through the same diagnostic port that you'd read fault codes from.
Actually it's kind of fun,for me that is,I can plug a lap top into this socket and operate every thing in your car,press a button and the indicator comes on,press another and the windows go down.
All codes for faults will be stored in the bsi control and can be read with the right diagnostic equipment,for you that might mean the dealer unless you know some garage with very good equipment levels.

I had the exact same issue. Contacted main citroen dealer and they told me the car had global access control. This basically means remote control windows. If you unlock the car and hold the unlock button on the key fob the windows go down. Great for hot summer days maybe. If you lock the car and hold the lock button down the windows go up! Basically I was carrying a difficult load into my house as I locked my car that day. I must have pressed and held the open buttton by mistake. As I did not open a car door the car auto re locked and guess what....the windows stay down. I tested this a few times to be sure. This is a feature on these cars which most people including me had no idea it had. No fix required and the dealer was really helpfull.