As far as I can tell, wind only goes from west to east on every map that features it. I find that It doesn't actually change how I fly a ship all that much, the only few times I feel affected is when I want to be stable in mid air so my gunners have an easier time to hit the enemy and then the wind drifts me to the left or something.
Moving clouds can be annoying, but they are also useful. Sometimes people are just staying there in that one spot and when the clouds moves it reveals them or when it moves in it is your chance to go in while the enemy can't see you. Not all clouds move though.
That blue thing next to the helm is for altitude, but it is a little bit weird since the ground on some maps is placed higher than on others so when you hit the ground the meter does sometimes not say "you are hitting the ground". At least it will always tell that you are about to reach the limit of how high you can go.
Dunes' sandstorms move with the wind from west to east, always through the middle lane, which is "3" when you open the map. They spawn left of "A3", which is outside the map, so you can actually see them coming, if they are within your render distance, I am not sure from how far away you can actually see them. Some normal clouds also spawn and I am not sure on that one either, but I think the normal clouds and sandstorm move at a little bit difference speeds or maybe spawn at little bit different intervals.
As Kamoba said, you can go below the sandstorms to avoid damage, doing the opposite of that, which means going as high as possible, probably works too.
The Tar Barrel works in a similar fashion as the sandstorms: You sit in it, you take damage. For details about Tar you can check the
Guns of Icarus Online Wiki. A problem that you may be experiencing is that the enemy is too close to you so they won't get hit by tar or, as Kamoba said, they are flying around it. Tar Clouds are not infinitely big.
I believe the Captain Spot thing is good enough. It's supposed to work as a "target that one" and even AI prioritize that target, but the AI program is so bad that the second the captain spot goes the AI loses interest and shoots something else again. It disappears so quickly, because when you actually want to mark them and spot them, the Spyglass is the way to go. If captain spot would hold for too long it would replace the Spyglass by a little bit. But increasing the time the captain spot stays activated for two or seconds might not be too bad.