I think you have to remember that they know that they have survived in the field in exactly the same wind. I must admit that we have a 'just get on with it' attitude. We are in a very exposed location, so high winds are not unusual here and tbf, we are not leading a long way from field to stable, we were going further, from a different field, last year. I find that if the handler behaves as if they are confident, the horse will be too. Certainly, wear a hat and gloves. I would use a rope halter and carry a schooling whip. The whip in front of the horse's nose holds him back and if he does step too far forward, taps his chest as a reminder. The handler has to be on the ball, reading the horse's body language and putting a stop to any hint of the wrong thing before it happens.