Yes, they have a coop they are just staying in there.
If they have a coop how is the wind getting to them? Is it not covered on minimum 3 sides? Post pic of coop for reference
We have high winds often, and rain, hail, sleet, and snow. They free range so when it's really bad, they go to the coop which has four sides, a roof, and is insulated. Otherwise, they just hang out under bushes or trees. They have their choice and I don't really worry much.
I’m not convinced the screaming is from the wind alone, they could be scared from it but it’s probably normal imo.
They'll get used to it. Your coop looks pretty wind/draft free and that's the most important thing. Sounds like they're doing fine now. It was probably seeing you most of all that helped.
