How would that work? [Edit: never mind, I see your followup post] If you want to make a balloon that is able to withstand higher winds you would already increase the pressure inside to withstand deformation from the wind, and you’d perhaps limit the size so you can increase internal pressure more with identical thickness of envelope material. You could also make the balloon more into the shape of a teardrop (1) instead of a sphere.
If you temporarily want to increase pressure, you could add ballonnets inside the balloon and then fill them with nitrogen for example. After the storm has passed you could vent the nitrogen.