I have not looked into windscreens yet, but does a blimp make a substantial difference, over a regular windscreen? I have only ever had trouble with the big ass shures, for example, in situations where nothing would likely help.
The blimp does make a big difference, but only if there's sufficient wind that you need it. You will certainy want some kind of protection, even on a still day, but the open cell foam windscreens (like your Shures) could well be fine.
If you're reasonably competent at DIY stuff, it isn't hard to make something which is functionally pretty much as good as the original Rode blimp, although it will likely be heavier & more awkward to use & maybe rattle around a bit if you're hand holding it . If you start by rolling a tube of fine wire mesh, the mic can be suspended inside with rubber bands. The critical components are the mic suspension & the fur. Fake fur which you can buy at a fabric store is fine, and your sewing skills don't have to be that good to make it into a loose sock which can be pulled over & secured with a cable tie. It won't look pretty, but it will work. You can go from there. (That was the basis of my Mk 1 blimp, used with a Rode NT4, way back...)
Because there are so many types & styles of nature recording, I think that we all have to find our own way in by way of experiment in order to discover what it is that we really enjoy doing. There are always challenges, but part of the fun is in overcoming these.
Good luck with your recordings!
Martin