Only 25% of the "wind circle" for lack of a better term is ever DIRECTLY against the wind. If the "blowing wind" icon on the UI is white, your sails are working. You're given a pretty generous angle with which to catch the wind. So stop acting like you can't sail if the wind isn't exactly where you want it to be. The icon is white for 75% of directions you could go. It's really not that hard to "zig zag" (tack) kind of like you have to in real life, uh, sailing.