Hi,
Generally, solar collectors work better if they don't have much thermal mass. The best ones have a surface that absorbs well, and a means to transfer the heat out at a rapid enough rate to keep the collector from getting too hot (because collectors that run hotter than they need to lose too much heat to the outside air). Lots of thermal mass in a collector just makes it slow to heat up -- this is especially true if the collector has cold soaked all night at low temperatures.
You mention that the collector does not produce much heating when the wind is blowing. I thinnk this is because there is no glazing to reduce the rate of heat loss from the collector to the air. When the air is still, an air film with an R value of about 0.7 forms next to the absorber, and reduces the heat transfer rate from the absorber to the air. But, when a breeze is blowing, the R value of the air film drops to about 0.1, and the heat transfer from the absorber to the outside air is much faster. I don't think that more thermal mass will help you on this. What would help a lot is incorporating a glazing layer in the shingle design with a small airspace between the shingle absorber surface and the glazing. This would raise the R value from the absorber to the outside to something around 1, and reduce heat losses to the outside air a lot. Maybe a layer of polycarbonate (Lexan) could be incorporated in the shingle design?
You might try a google for "Dawn Solar" -- they promote a system that runs collector pipe under a metal roof -- it also has no glazing layer. While this is a pretty simple system, and looks just like a regular roof from the street, its efficiency is awful becuase it has no glazing layer to reduce heat loss from the roof panels.
Gary