As Arobwk suggests, plant living windbreaks - they break up the wind rather than stopping it. They need to be a bit back from the edges of the veg garden or their roots will take all the water and they will cause too much shade.
We live on what was a very exposed, windy hilltop, although further south than you are. The first thing we did was to plant three rows of willow cuttings, about 12 - 15 metres apart on the prevailing wind side of our garden, and we keep some of these coppiced or pollarded. We also put up 2 metre high windbreak mesh all around the garden and polytunnel (using deer stobs) and began planting hedgerows around the whole smallholding. Those hedges are now fully grown and we keep them quite tall, about 10 feet. The microclimate of our smallholding is now so different from before we started planting - before it was like arctic tundra, now it's just very windy on bad days.
For what you can plant, go for dwarf veggies, such as Broad bean The Sutton, but stake each plant individually with a cane. This year I'm trialling dwarf Jerusalem artichokes :
https://www.incrediblevegetables.co.uk/product/jerusalem-artichoke-dwarf-pack-of-3-tubers/ (currently out of stock) which I am hoping will survive outdoors here compared to the usual 8 foot tall ones.
You can grow all the alliums outdoors in the wind, dwarf peas, both garden peas and sugar snap varieties, strawberries and raspberries, beetroot, turnips, lettuces, cabbages, dwarf kale (staked), carrots, parsnips, potatoes, and all those root veggies. Don't dream of trying climbing beans, tomatoes, sweet corn, or tender crops such as squashes which can be grown in a mesh or polythene tunnel. Northern polytunnels do a really strong tunnel, with large diameter tubing and crop bars and extra strengtheners inside - ours has stood for nearly 25 years with only two changes of cover in that time.
It is not as simple as growing veggies in the south, in fact it can be quite a challenge, but if you're up for it then it's well worth the effort to produce your own vegetable crops.