Shockz are the best I’ve used, by far. I had a couple different kinds of non bone conducting in the past and the wind noise was always such a problem that I couldn’t use them on windy days, similar to what you mentioned.
If you haven’t tried Shockz lately, you might want to find a running store that carries them and give it another shot. I recently got the OpenRun, and was surprised that they sounded better than the 3 year old “Air by Aftershockz” they replaced. (My dog chewed up the old ones 🫠) The OpenRun Pro are supposed to sound even better, but are not cheap.