Hello.
I haven't been to your area of New Mexico. With the price of gas, I haven't been able to do much exploring at all. Now I have an old vehicle that I wouldn't trust to roam about New Mexico.
Yes, I have learned that the winds are ever-present here. Learned it the hard way last year just trying to grow a few things. The soil was poor and dry and often blowing down the street. This year, I got a bunch of straw to mulch with. Much better to see the soil beneath it isn't bone dry shortly after watering. I have to pre-soak the straw so it doesn't get blown away. But still, it is easier to know I can just water the straw to keep it moist enough to be effective mulch that stays in place, than wasting water.
You are lucky your winds are later in the day. There isn't any pattern to the winds here. I get up early to get gardening stuff done but can't do a thing because it is already windy. I have to keep trying throughout the day to find a break in the wind. Have most of everything planted now for this year, so the plan is to get some drip irrigation in place for watering in the evenings. I'm just too exhausted at the end of the day to wait for it to be cool enough and less windy enough to hand water for the entire growing season. Living in the mountains must be nice. A bit cooler weather for you and your zone isn't as hot as it is here.