All this weathervane stuff is a load of weathercock and bull. Once you're airborne, there's no such thing as weathervaning or weathercocking! Once you're airborne, the wind cannot create any moment (roll, pitch, yaw) on the aircraft (excepting turbulence and wind-shear complications)
The aircraft will point wherever you choose it, relative to the airmass.
The only reason a weathervane/cock works is because it's fixed to the ground (which the aircraft isn't, except for the takeoff and landing roll - don't forget your ailerons
).
A
edited to say that if you think the aircraft has weathervaned into the wind on final approach or climb out, it's because
you have done it with the
controls