you would not be the first member here who is male; no worries there.
I think that style is doable in a wig, the problem is going to be, you will need a lot of product for that look, and it could dry the wig out. What are you hoping to spend and are you thinking human hair or
synthetic? Human hair, you could use regular hair products. With synthetic I don't think you could get that kind of lift. (i might be wrong but that is my guess)
The other problem IMHO with that style, you will need a LOT of hair, as lifting all that hair up will expose the base of the wig, not a good look. you might need to custom order something to get the density you would need.
The best way to keep a wig on in wind is to tape it down. You might want to be thinking lace front. But some traditional wig have a polyurethane strip in front you could also tape to.
Now, relaxed hair I know nothing about as I am caucasian
I know for a fact there are some real knowledgable men on youtube with wig wearing videos, but I can't remember any names.. you might try to find them. But you might try and find Wisney here, 'upstairs' in the lace wig section; he is a he!