had some great bags on really windy drizzly nights, the main thing to watch when running thinner coated dogs is that they dont get too wet and shivery between runs, take an old towel with you and when you take the dog back to the motor, give them a good rub down, heaters on full blast etc, and then again when you get home make sure they are fully warm and dry before bedding them down for the night
as for the safety bit any run could be a dogs last it doesnt have to be windy. they are working dogs and should be taken good care of but not wrapped in cotton wool