I know about the sleepless nights because mine is terrified of loud noises (literally climbing walls, cupboards, etc, distress panting, shaking and not responding, even to food (he’s a glutton) during the firework season and that includes gusting wind as well. In the end, medication was needed. He’s a rescue collie x whippet.
I think your vets suggestion to see a vetinary behaviourist at this point is ridiculous, to be honest, particularly as you have already consulted a “normal” behaviourist - and they’re right, because of the transitory nature of wind.
Amongst all the things you have mentioned, you didn’t reference anything for dulling the sound/his hearing. Have you tried covering his ears or having music on low (or both) to minimise his ability to hear the noise? Would a snood-type thing be tolerated especially if you got him used to it (wearing for periods during the day/evening).
Behaviourists recommendation for fireworks is to start “training “ them by introducing these sounds at very low volume, then gradually increasing it over months (there are sound programs you can buy), but it is a long process. It seems unlikely, but would there be something like that for wind?
If you are up late and try to take him out on a windy night, does he object? If not,
it appears that it’s the sound as he hears it in the house. Is there (or has there been previously) any banging (like a rattling shed door/loose branch) that he can/did hear, even faintly? My dog can hear the faintest firework pops from miles off and even when I think he’s fussing about nothing, if I go outside - yep, he’s right! Or is it more the whistling or sighing of the wind? The firework noises are definitely more audible upstairs in my house, so sometimes just going downstairs with mine can head off an upset; would yours be better there?
Finally, I would go to another vet. I wouldn’t be presenting this as something to be investigated, rather something you want to remedy by relieving his anxious behaviour. I was given 3 different drugs, straight off: Fluoxetine (antidepressant, daily), Gabapentin (anti-anxiety, as needed) and Tramodaze (sedative, as needed, on top, last resort option). For mine, trial and error has shown that Gabapentin is the only one that helps him so I now don’t use the others, but SIL’s rescue greyhound has improved beyond words on Fluoxetine only, for the same level of firework anxiety.
My friend’s rescue greyhound used to wear Bluetooth headphones with music on Bonfire Night which helped, but his reaction was very much less than my dog’s. Who knows though, maybe yours would accept something like that? I tried the “ear defender” type with mine and they didn’t help at all because he wouldn’t keep them on, but maybe your dog would be differeent?
I hope you’re able to resolve this because it’s distressing for human and dog.
Good luck!