I have had various Montane and before that Pertex fabric windproofs over the years.
The idea of a light layer to cut out wind is without the insulation – you add or remove layers below. Most windproofs are uber thin feeling like the Nano you returned.
My favourite jacket ever- Montane Dyno with Pertex Equilibrium – mega breathable, slightly thicker feel than ‘normal’ Pertex, but not properly windproof. The pay off is massive breathability.
I also had a Montane Krypton – properly windproof, slight lining, so great walking and cold days pedaling, but waay to warm on a bike normally.
Don’t be put off by thin fabric – modern branded nylon is rather tougher than it feels – both the Montanes above did a couple of years of almost daily wear as an outdoor instructor before I wore through them. I also have a Patagonia synthetic fill jacket that has same thin pertex on, and it is 4 years in and just wearing through hem and a few holes just taped up / wearing in at rucsack spots etc.
I am busy saving for a cheap Pertex smock at the moment…