The gusts of winds are FAT stat checked. Games buggy and doesn't tell you the requirement most of the time... if you can't get through just carry on. At this point I don't think there's 'good' stuff behind these stat check doors.
Also, since I forgot to mention the stat checks get higher and higher as you progress through dungeon floors. So you may have been able to get through some light wind or a weak planks but they eventually get harder to get through and will not be able to pass them anymore. It would be nice if there were various images (such as rotten wood, strong wood, reinforced wood, etc) for these stat checks so you know instantly what levels you need to be (and for it to tell you). This is where potions would be super helpful in a pinch. Balancing is needed, but I digress.
Personally I just like to keep progressing through the floors since loot and enemy drops seem to get better. Loot and XP has been funky from the last few patches as they seem to be going back and forth with too much or too little.
I think he's just one of the random bounties you can get from the board in the town. I had found him originally in the dungeon thats straight in front of the town past the wall. I stopped going after those bounties since they were predictable and only gave like $50. They usually spawn on the first floor at the start. Haven't gone after them since v3.9.