You can try a high-pass filter on the audio. I use a stand-alone audio editor (CoolEdit) but I believe Vegas may be able to do this somehow. The idea is that both wind rumbles and mic thumps are mostly low-frequency noises (say 10 Hz - 100 Hz) and the speech energy is mostly in the mid-frequency range, say 100 Hz to 5 kHz. You will want to play with the filter settings, since you trade off the amount of wind/thump noise removed against the lower frequencies in the speech that you want to keep.
By the way, the "wind cut" microphone setting on some cameras is just this: a high-pass (low-reject) filter than rolls off the audio below some frequency, say about 100 Hz.
1) Wind is usually a problem as it's pretty broad specturm
2) Is a bit easier as most of the energy is low frequemcy, Eq should help a lot. If it's not overlaying a word you could just cut it out. Trun off Quatize to Frames, Unlock audio, split audio track in middle of thump and trim it out. Whatever you go remember to a) Group the audio back to the video and b) turn Quantize to frames back on
Try the same for 1)
If you've got the Noise Reduction Plugin you may find that useful.
The noise reduction plug will get rid of some windnoise, but not all, because of the shifting spectrum of the wind. But...
if you run several passes of the noise reduction plug, set at extremely narrow slices, you can usually get rid of most wind, excepting the wind that actually pressures the mic plate to full voltage.
One thing that helps, is if you can isolate a section of JUST WIND, and run it underneath clips that have had the noise reduced. It lessens the jar of audio that has had too much noise reduction done on it. Run it underneath as a 'filler.'