I must be special. I never seem to have any unexpected issues with wind direction. If I start off in a particular direction with good tailwind, I try to stay on that line as much as possible, however I use boats to navigate and discover the shape of islands more than actually traversing oceans, so the wind will obviously shift for and against me as I change course. I have no issues with paddling if I end up in a headwind. As already mentioned, the game is fairly generous in the angles it allows you to catch full sail.

Alternatively, kill Modor and get the tailwind buff. :)