The most common and most likely answer to this crossword clue is the 3 plus 6 letter word JET STREAM
I've seen this crossword clue in Financial Times
J
E
T
S
T
R
E
A
M
More clues leading to the result JET STREAM
Buddy explains!
The straight part
We know that "High winds" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case high winds = jet stream.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.