The wind is blowing due north.
There's no ambiguity in the sentence. Almost all the dictionaries give a clear-cut explanation of the words "due" and "north".
First, let's be clear that the "due" is also used as an adverb, which means "directly, exactly, or straight".
Second, north (or south/east/west) can be used as a noun, adjective, or adverb. A few examples are given below:
*The wind was blowing to the north, which means south to north. (used as a noun)
*The wind was blowing from the north, which means north to south.(used as a noun)
*We are faced with a north/northerly wind. When used as an adjecive, it means the direction it blows from. Here, it means north to south).
*The wind is blowing north. When used as an adverb, it means the direction it blows to. Here, it means south to north. Other examples are We traveled east. The stream flows west.
We use the phrase "due north/south/east/west" to mean the direction that is directly or straight towards the north/south/east/west accordingly.
So the sentence, without any ambiguity, means that the wind is blowing directly towards the north (south to north). Please see a few other examples. Please go two miles due east. The village lies five miles due south.