Pilot light keeps blowing out

We have an ongoing problem with our hot water heaters. There are two of them in the crawl space. When we get any kind of a major storm with wind, the gas/pilot light gets blown out and I have to go relight them. We have had a couple of plumbers look at them and have not come up with a solution. It's been suggested that possibly convert to the Rennai Tankless heaters might help?

>>>When we get any kind of a major storm with wind, the gas/pilot light gets blown out<<<

That looks like you problem, you have to block the pilots from the wind.

Any suggestions on how to do this? I would assume some type of enclosure would help. Any recommendations on the type of enclosure?

What you need is something like a picket fence you cannot block the air flow that the burners need,
but just something to block the wind blowing though,
i would have to be there to see what would work !