The security state decrees that this is not a good idea https://en.wikipedia.org/wiki/2007_Boston_Mooninite_panic

I want a compact version I can point out a car window at the glass of another car and turn it into a voice speaker.

You can surely do this and more! The device presents as a panel, however.

You need to use an array of transducers to form a coherent sound beam, but it will possibly sound through the window and gain the attention of an occupant, or enter the vehicle and seem to come from inside the car its self.

You can also just point them at someone.