You can use neither when you are personifying something, In your example, Wind is treated as a living being, not as a meteorological effect. And as a living being, who blows snow in someone's face, Wind doesn't need that particulate.
sentence looks fine to me
it looks fine
All of them would be correct. It's really just style, but in general the fewer articles the better. Things are more clear, although articles can be necessary, so don't cut them out completely. I don't know anything governing their use, however.
It's just a stylistic choice and doesn't really have any bearing on the meaning of the sentence. Technically, you use "the" when you are referring to a specific or definite noun. For instance "the hill" would be different from "a hill." In this case, there's nothing very special about either wind or snow, nor do they occur in definite quantities. Personally, I like "the wind blew snow," but it's really not of any consequence which you choose.