Glad you are ok, that sounds like it was very scary, and painful. As others said I don't think you did anything wrong. I know my horse doesn't like to work when there is a thunderstorm, but I will ride in the indoor during one anyway. If I only rode in ideal weather I would hardly ever get to ride at all.
Accidents happen with the best riders and most trained horses out there. We can't predict everything. I hate riding in wind still do (unless it's very cold or wind is really horrid) just for desensitizing. I'm glad both of you are OK.
All my horses are expected to ride in wind as show days wont always be nice. They are however more challenging! One of mine will be grazing in her field all day not a bother until I get on her then everything is terrifying!
I will say to you though to use this as a schooling exercise every time its windy gi iut there and work him hard show him its the same as every other day. The rearing thing is no biggie even dead broke use a rear spin to get away from scary objects