Re: Launching into the wind.
We've tried the weathervane approach in an effort to mitigate spin rate and consequent mal de mer when viewing live video. It doesn't work very well, and here's why:
The dominant airflow vector is vertical, since the balloon envelope has far greater drag area than any reasonable vane. However, even minor wind shear will cause the payload line to "swing and sway with Sammy Kaye", and the tail fin (weathervane) will respond nicely to that with a series of snappy 180-degree turns.
What DOES work quite well, however, is increasing the rotational inertia around the payload's vertical axis. On our GoPro DVR, we installed a pair of 1m long 1mm x 3mm carbon fibre flats rigidly cantilevered horizontally from the payload structure in opposing directions with 10 g of Pb weight added to each extreme end. This resulted in a rather profesional-looking slow and smooth pan rate looking at the horizon.
Since there's negligible horizontal airflow velocity, there doesn't seem to be any point in your endeavor to launch LOHAN into the wind, but keeping the spin rate down might make for a more manageable launch trajectory.