Abu Dawud 4/326, Ibn Majah 2/1228. See also Al-Albani, Sahih Ibn Majah 2/305.
Hisnul Muslim 166
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For those unfamiliar, Hisnul Muslim (Fortress of the Muslim) is a well-known du'a book compiled by Said Bin Ali Bin Wahf Al-Qahtani. It categorizes authentic supplications that the Prophet ﷺ made in various situations. In the 61st chapter, "During a wind storm" there are 2 supplications that you can learn and recite.
Tips for learning:
We've created a video for each du'a to try and make it easy to learn. There's also transliteration and translation for every du'a. Lastly, after pressing the play button you can tap on any word and it'll skip to that part in the audio.