I honestly cannot imagine sitting out there at any other time of the year than summer and late spring and early fall. As for wind break it will need to be something like a huge roller blind I guess and anything will need to be narrow enough each panel to roll up and I think that will create a really weird wind effect through the spaces . I guess you could have some trees planted to buffer the wind or last resort a nana wall that can be opened in the warm months . Is that an opening on the side of the FP too .

Yes- it’s open on 3 sides--

Something like this might help, although might not be the most attractive option.

https://www.pycawnings.com/porch-awnings/porch-protection-curtains/

That's a nice space, I can understand why you would want to use it during the cold months.

You might want to check into things like windbreak panels or fences. Panels are usually sturdy stuff like metal or heavy plastics, commonly used in agriculture. Fences are usually a screen or mesh kind of material, and are used a lot in more human applications. You might also find privacy mesh, it's a bit different than windbreak fence, but might suit your needs.

How you utilize it will depend on what you pick. Want to place the fence or mesh in the wooden frame? Do you use that grill on the other side of the opening when it's cold out? You might need a solid panel on the outside of the area with the grill then so you can get to it.

Try googling retractable screen walls. There are lots of possibilities. For example: https://www.phantomscreens.com/retractable-large-openings/

We originally planned this area to be screened, then learned we don’t get many insects up here, and really liked the look from the front of the house, with it open.
In fact- in the VERY beginning, I’d wanted to do retractable screens, but they were going to cost a ton. I completely forgot about them! Maybe to do just the one side, I could afford.
I’ll check the other mentions, too. Thank you all!!
(Yes, we use the grill, but there’s another door nearby for access to it.)