Semiconductor device packages for incorporation into semiconductor device assemblies may include a substrate including an array of electrically conductive elements located on a lower surface of the substrate. A window may extend through the substrate from the lower surface to an upper surface of the substrate. The array of electrically conductive elements may at least partially laterally surround a periphery of the window, and the substrate may extend laterally beyond the array of electrically conductive elements. At least a portion of a heat-management structure may be located within the window. At least a portion of an outer periphery of an underlying substrate may laterally overlap with an inner portion of the substrate defining the periphery of the window.