if "cold" is when molecules aren't moving a lot, and "warm" is when they...

Wind would have both kinetic energy of the mass and kinetic energy of the individual gas molecules, both a result of motion. If wind drives a ship some of its kinetic energy of the mass is converted to mechanical work that may ultimately heat the sea very slightly. The kinetic energy of the gas molecules results in an average temperature where some of the molecules are instantaneously warmer or colder as they bounce off of each other or a container wall. If free gas gets slightly warmer it expands reducing its temperature slightly. On a cold day wind chill results because the wind strikes an object (person) with more gas molecules per unit time increasing heat transfer and dropping the temperature of the object more quickly to wind temperasture (but not lower). For a person that feels colder than still air with less heat transfer.

Humidity can exist even below freezing because ice can sublimate giving off water molecules from the solid rather than the liquid. Water molecules can leave and reenter an ice cube in a freezer but if the freezer removes moisture the ice cubes will shrink. The kinetic energy of the water molecules within an ice cube is randomly distributed and constantly changing for any particular water molecule. If a water molecule randomly receives enough energy to break crystal bonds it may depart the ice cube as in evaporation. It has been said that there is always steam within ice and ice within steam if you can detect a few water molecules the have randomly acquired more or less than average kinetic energy, but collisions and vibrations instantly change the situation and the average temperature prevails.

Wind is cold because it causes a forced convection flow of heat. Energy have three major mode of transportation, conduction, convection, and radiation. Conduction is when you in contact with the air, this will always there whether there is wind or not. Convection happens when the ambient air is moving. Radiation is only depends on your body temperature thus independent of wind.

Your body will try to maintain around 92 F. You will feel cold if the air is lower than 92 F, and it feel colder the further away from 92 F the air is.

If you stand still outside and the ambient air is also still. The immediate air around you will absorb your body heat (through contact) and create a layer of slightly higher temperature than the ambient air. The wind then act as a conveyor and move that layer to replace with a new layer of air. Thus making you feel colder.

However, dry air itself is not the most efficient heat absorber, in fact, it is often use as insulation like in double/triple pane window, foam, etc... It is the moisture (water vapor) in the air that absorb most of the heat and cause you to feel colder. You'll feel colder and get hypothermia faster if you are submerged in water at 75 F than in air at 75 F with both medium not moving.

This is all assuming that you have fairly dry skin. If there are moisture on your skin such as sweat, then there is another thing to consider aside from wind. The physical change of water to water vapor require energy, thus you will further lose more heat and feel colder if your skin is wet.

The kinetic energy caused by the vibration of the molecules, is not affected when the air mass, containing those molecules moves from place to place,..moving water can also be cold,..

The large scale moving of wind is not the same as the vibration of individual molecules