So birds can get their wings broken by sudden gusts while aloft. Without accounting for size (reynolds number) and reaction speed - a fly would suffer a similar fate.

But I’ve seen videos of insects and/or flies hit with directed blasts of air. They react very, very quickly by adjusting orientation and shape. If a fly tucks fast enough it might survive the aerodynamic forces due to its reaction speed, and be left to the fate of where it’s path goes while it slows to a flyable speed.

And size matters. What seems to us a thin and uniform body of air gas for them is thicker and rippling with waves of density and speed. The wrong placement might kill them with pure shear or high pressure, but I suspect they have the ability to surf those waves as well, and maybe even use them to steer through extreme conditions.