Jeez, Andre, I'd nearly forgotten all those windy names that clung to the Maseratis. Lovely foreign sound in the mouth, for sure, but as you say about the Mistral, there's a serious tension between form (the name Mistral is evocative to most people, I'm sure) and content (the first-hand experience of the Mistral).
This opens up the question of Names You Don't Want on your bike. "Harmattan" would be one -- hot, dry, and full of sand :-(
Another would be the Ciperone, a cool damp wind from the SE which sweeps into south-Central Africa from the Mozambique Channel. (Ciperone has a hard 'c', BTW.) You probably know of Laurens van der Post's book,
Venture to the Interior, his account of hiking on Mt Mulanje in SE Malawi, and on the Nyika Plateau in the NW, due west of Livingstonia on the lake. The Ciperone struck on Mulanje with hard cold rain in May, causing a catastrophe in van der Post's group. Its name has an exotic ring to it, but it's a bad-ass wind. I had a sorta-brush with it in 2006, when with our daughter Meg I did a 6-day traverse across Mulanje. Just as we were finishing our trek, the ciperone arrived overnight, and when we woke, the mountain was clothed in cool damp mist. Happily for us, that's all there was: we had no more than about 30 m of visibility as we made our way down the mountain, and Meg was cool enough to say, "No worries, Dad -- this is like hiking in Scotland!" I wrote some trail notes on that trek, but though several people found them valuable, they never really took off as van der Post's book did. I guess we'd have needed a catastrophe for fame and market impact, but I'm very glad we didn't have one...
Then there's the White Squall of the Great Lakes, especially Lake Huron. More catastrophe. Stan Rogers explains the problem, poetically as always:
https://www.youtube.com/watch?v=uQ4ddAgykfk