Anemophobia

What? It's a fear of air drafts or wind.
Who? Max.
How long? We're going on week three.
Where? Originally, this was anytime we were outside. It's now improved to only be when he's stationary outside (i.e. walks, riding bikes, running in fields, playing at parks, ok. playing in sandbox, chalk, planting plants, just hanging out, riding in car with window open, not ok).
Why? Good question. Still can't figure out what exactly sparked it.
What does he do? Turns completely hysterical and runs to hold on to absolutely everything he can fearing that it will all blow away (from small things to large - you name it). He can't calm himself down (nor can I), until he's inside.
What have you tried? I called our doc after week one and she gave some great ideas. Running a fan in the house, teaching max about the invisible shield called gravity, practicing, practicing, practicing being outside, even if it's windy...
Suggestions? Will take any offered.