Even if you can feel a breeze, know your kilt is moving in the wind - or even see it streaming off to one side the odds are that it is not exposing as much as you imagine it is, and trying to press down on the side that is flying up can actually make it worse as that is where the air is making its exit.

If it makes you feel easier carry a length of fairly thick cord or a slender length of leather thong long enough so you can flick it around the pleats below exposure level and hold the ends in one hand or tie it so it is held up by the sporran. That way you might flash once but not have to retire in confusion.

I find a 'kilt liner' of sturdy cotton maintains modesty even if the wind is blustery, and they are easy enough to make, a few pleats or a bit of shaping to reduce bulk and I'd risk anything up to a Force 7. I would recommend dark colours for gents, maybe something toning with either the kilt or shirt.

I use small safety pins set vertically and pin a liner to the kilt. I start maybe 6 inches from the edge of the front apron, and they overlap about 12 inches or more. I make them almost as long as my kilts - but that is not really necessary - just adjust as you feel is adequate for the job.