I would use blurry transmissions on the lampshade, to just "blur the light that comes through it" that should make it look translucent rather then transparent. The amount of blur is determined by the specular halo. White is maximum blur, black is no blur. You might need to adjust this specular halo on other transparent objects too so you don't get unwanted blurry transmissions on other transparent objects. As it's a dark environment, to improve lighting and realism, you should probably make the incomming light from the back cast soft shadows too. also you might want to put something more of a view out the window then just an infinite plane ;) doesn't need to be anything dominant, just something more realistic, like a night time photo of a garden maybe?

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