Some things to remember,
1) Wind speed generally increase with height and conversely decreases as the drone descends so if the drone gets caught in high wind reduce its height, if that is possible. This has 'saved' my Mavic Mini and
Mini 2 when they have been caught in gusts.
2) DO NOT set unnecessairly high RTH heights, you may send the drone up into wind.
3) Automated RTH is not a life saver if the drone is fighting wind, entirely automated RTH limits the drones air speed. If you need the direction to home use the map and or start an RTH but, once the drone is pointed towards home, cancel the RTH and or switch to sports mode. Then, if the drone is losing ground i.e. being blown away, use sports mode maximum speed and get down a low as is safe to do.
4) Don't 'ignore' low battery RTH warnings etc. "just to capture one last shot", if you do it may be the last shot in more ways than intended, though bear in mind the above about the limitations of RTH.
As posted above by others don't fly an outbound leg of a flight down wind in high wind.
As with regards to checking wind.
If it is windy enough to give you cause for concern, switch the gimbal to FPV mode and when you get the drone 'to height' let the drone 'hover' and slowly make it do a 180deg or 360deg spin, you will see the tilt of the image reach a maximum at respectively 1 or 2 points. This represents the tilt the drone needs to use to fight the wind, if that tilt is near the maximum of the flight mode then you are pushing the limits for that flight mode, if that tilt is near the maximum for sports mode you are pushing the limits of the drone full stop.