Collies are very sensitive and intelligent - something has changed to disturb her - banging window, rattling tile, wind noise around the house, branch tapping on window - anything and probably you can't hear it -she wants reassurance which is why she comes to you - the pack leader. Really think hard if anything has changed, can be something as simple as the CHeating or whatever coming on at a different time although if it only happens on windy nights that's unlikely. Fraid you just going to keep trying until you find out what it is. Shame, she's obviously distressed.