Oh, poor puppies. One of mine HATES the wind, too, and gets the rest of them worked up about it as well.
FYI, we have a memory foam mattress and bought a waterproof mattress pad from the company and that thing works wonders. We've had animal accidents and a little boy accidents (ok, gross, I know) and I've spilled a drink and NOTHING has gotten through that thing. And, best of all, it's not hot and sweaty like some of the waterproof pads I've used with the children.
Not that this helps you with your current problem (but I see that after all you didn't think anything soaked through) ,, but maybe it's a thought for the future....