I would think it would be Old Head as well, given how much wind the SW coast of Ireland sees in general, and how high up it is. When I played there it was breezy - 20-25 mph I'd guess, but nothing compared to what I'm sure is possible on that site. On a really windy day I wouldn't worry about losing my ball, but losing my life if I was too close to the edge and got knocked off balance by a sudden gust!
The windiest place for me has been Prestwick - it was incredibly windy both times, and combined with some rather crappy shotmaking I managed a 95 on my first visit and, hoping to improve upon that on the next visit, I did so but not in the way I was planning with a 102 the second time! That second time was sandwiched between a 76 at Turnberry and a 77 at North Berwick. Hopefully third time is a charm...
My windiest round ever belongs to Lahinch back in 1995. There was a sign or notice or something by the door of the clubhouse stating we had "Force 9" winds that day, which I googled and found are 47-54 mph. I don't know if that was steady or gusts, but it was impossible for my dad's stand bag to stand no matter what orientation he tried, and even the heavy 9" pro style bag I carried back then would roll over with every gust if it was laid down perpendicular to the wind! On the Klondyke, I hit an 8 iron second from 200 dead downwind, with less than a 3/4 swing trying to keep it from ballooning (but I had to give it a reasonably high trajectory to clear the hill) which flew the green and the road, ending up in the yard of one of the houses across the street. The moment after contact a huge gust sent me stumbling forward and almost losing my feet, and I imagine also propelled that ball much further than it had any business going. I turned around into the wind for the Dell and swung as hard as I could without losing my balance with a 2 iron and barely made the front edge.
I had so much fun that round, I wouldn't hesitate to play in similar conditions again if I could, even though there were a few places where we had no choice but to putt a ball that was still moving a bit or had a few ugly shots where a gust hit us at just the wrong time.