Yeah, I get that wind turning no matter the direction is what matters, and I totally agree. Part of the problem, one might say, I think, was on my end: whenever you wrote "windcocking" I understood you to mean specifically into the wind. On the other hand, one could say, I think, the problem was on your end if you were misusing the word. It comes from this guy, whose one job is to always point into the wind:
ANYWAY, I was thinking about it last night as I was trying to get to sleep, and I think I've got it. We have both been right all along.
Body lift won't make it weathercock, since this rocket's stability doesn't come from body, fin or any other source of lift. So forget the CP. Mostly forget the NASA figure, since it depends on lift acting through the CP. And you were right, it will weathercock all the same.
In the mind-wandery state on the way to the edge sleep, but not the wildly disorganized state the leads to stupidity, I realized that stability and weathercocking are the same thing no matter what mechanism brings stability. Stability means turning to align the rocket with the airspeed vector, which as exactly the same thing as turning into the wind. So, stability equals weathercocking no matter where stability comes from. So you were right that it weathercocks, and I was right the mechanism is more complicated than the NASA document and figure make out (since the mechanism of stability is more complicated). I was uncertain because of the more complicated mechanism intil I realized it doesn't matter.

ANYWAY, I was thinking about it last night as I was trying to get to sleep, and I think I've got it. We have both been right all along.
Body lift won't make it weathercock, since this rocket's stability doesn't come from body, fin or any other source of lift. So forget the CP. Mostly forget the NASA figure, since it depends on lift acting through the CP. And you were right, it will weathercock all the same.
In the mind-wandery state on the way to the edge sleep, but not the wildly disorganized state the leads to stupidity, I realized that stability and weathercocking are the same thing no matter what mechanism brings stability. Stability means turning to align the rocket with the airspeed vector, which as exactly the same thing as turning into the wind. So, stability equals weathercocking no matter where stability comes from. So you were right that it weathercocks, and I was right the mechanism is more complicated than the NASA document and figure make out (since the mechanism of stability is more complicated). I was uncertain because of the more complicated mechanism intil I realized it doesn't matter.