Focus is not the issue here. The issue is how to grab the tomb and not lose the colors of the windows.
There are two ways that you could have photographed Naoleon's tomb:
1) Take two separate photos and combine them together, or
2) Set your exposure for the window (by substantially under-exposing) and use a flash to illuminate the tomb
Let me give you a specific example. Please take a moment to walk through the next three photos with me. I took them over the course of about ten minutes. I was at dinner with my wife, and noticed that the sky was turning gold with sunset. With her permission, I grabbed my camera gear out of the car and photographed the sunset from the balcony of the restaurant we were at.
Here is the photograph as taken using the camera's meter. As you can see, it's awful. It's like the pictures you took; it has no "pop." I've taken hundreds of photos like this one:
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Click on it and take a look. You see kids running around, a bunch of correctly-exposed weeds growing, a bunch of ugly buildings... this is a throw-away shot, isn't it?
Next, I underexposed by about three stops (I tried a few different settings). And at -3 stops, the sky is correctly exposed:
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Nothing complicated here, right? See how the sky now looks great? And this is what you could have done with the stained glass... just underexpose until the stained glass looks great.
But, as with your Napoleon picture, I wanted the palm tree in the foreground to look better. At first, I pointed my flash at the palm, but it was difficult to hand-hold. So my wife came to help me, and I used my camera's wireless slave feature and manual flash exposure, which I can set from my camera's rear panel. I showed her how to point the flash at the tree and my camera, and I tried 1/4 and 1/2 strength manual flash exposure, along with the exposure I already had for the background. The result is below:
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This is not difficult! However... you cannot do this with a point and shoot camera. You need a camera that can dial down exposure by three stops and which offers control of a flash with tilt and swivel or, ideally, wireless remote slave functionality. I don't think you can get a photo like this the first time you try (I'll be PISSED if you can, let me tell you!)... but it's not terribly hard, either. This took me about fifteen minutes and thirty-five shots... but that's not counting the many times I've gone out without getting a shot like this.
As you can see, the photo is much better than what I started with, and that's what you should be able to do, too.
As others mentioned, you cannot get great results in the afternoon sun, unless you find a shadowy place to shoot. This can be a big challenge, because you go to an exotic place to photograph a specific thing, and the sun makes it impossible. In situations like these, seek out the shadiest spot you can find, and try to find something interest to photograph there.