On my Class A I added four corner air bags that I pump up to 80psi or so in high wind conditions. This stiffens the suspension and I have had no trouble driving in the high winds encountered in the Great Plains. I would suggest keeping the windows closed. I see no benefit to having them open.
Usually the winds are lighter in the early morning hours or later in the afternoon. It may involve getting up a little early to get on the road but it can be worth it if the winds are going to be high. If the winds are too high for you to be comfortable, it is best to wait them out. I don't mind driving at night and there have been times when it was best to travel in the middle of the night to avoid bad weather.