To move forward in wind/hurricane the propellers/turbine wings need to move faster than they currently are with the wind. Basically more energy is required to chase the wind. Unless the ship drops and settles inside the hurricane, it won't work.
By "hurricane chasing" I just meant constant repositioning to capture wind energy that's currently favorable.
You might be able to anchor. But the whole concept sounds wildly impractical.
And a vehicle charged by a turbine can travel straight towards the wind. There are physical models of such. Quite counter intuitive. I wonder of it is theoretically impossible if the vehicle is in the air?