K.D.
My 3 1/2 year old daughter Bella started to fear the wind last year. I was able to talk with her and she said "it makes me cold". This year I found a thick leather jacket with a hood attached, (it also has a high neck if she doesn't wear the hood), so she is protected. The jacket comes down past her butt and this year she has not freaked out. I also let her know that it is going to be cold when we go out and that it will be okay because we will just be going to the car where she will be safe. It may sound a little different, but she may need a thick coat or even a snow suit. I was blessed and found this one at Kid to Kid for about twelve dollars and it looks brand new. You may want to try them first. Also try the usual gloves, scarfs, etc. Good luck!