Honestly, if you are doing walk-and-talks, you might want to consider a wireless lavalier setup instead. Shotguns can be finicky in high winds. I would suggest checking out the DJI Mic 2 Wireless Microphone System.

• It is way easier to manage audio levels on the fly.
• The transmitter clips right to your shirt so the mic is always close to your mouth regardless of wind.

The Sony ECM-B10 Shotgun Microphone is legit if you want a compact setup since it uses digital signal processing and mounts directly to the shoe. It cuts wind way better than any basic mic. That said, the Rode VideoMic NTG On-Camera Shotgun Microphone gives you a bit more control and versatility for different environments. Honestly, go with the Sony if you hate dealing with extra cables and need that solid, interference-free connection for travel vlogging.

Ugh, Chicago wind is no joke. I was filming near the lakefront last month and honestly thought my audio was ruined until I got home and messed with some settings. Since you already have the deadcat, have you tried playing around with the low-cut filter or messing with the gain settings in the menu? Sometimes just dropping the gain a bit helps with that muddy wind distortion.

• Do you mostly film yourself holding the camera at arm's length or are you putting it on a tripod further away?
• Are you mostly doing voiceovers later or do you need that raw audio to be perfect right out of the camera? I went through like three different setups before finding what worked for my travel stuff, so dont beat yourself up. Just trying to see what your workflow looks like before you drop that cash.