Fog to Night : I agree with this one.
Snow to Cold : I don't think that would work as it would have to take into account that particular area. Cold in Sacramento is different than Cold in Mexico City, for example. However, this absolutely needs to be changed in some way.
Windy: This has the same issue as "Cold"; some area's that are naturally windier than other areas might always reach that threshold, and so may always be "Windy" weather. But like Cold, it needs to be addressed somehow.
Rain with "Damp": I kind of agree with this, but I would need to see how the "Rain" weather manifests elsewhere. Where I am, "Rain" is rarely accompanied by actual rain. Rain is in the forecast, but not actually on the ground. (Then it flips back to cloudy and suddenly we have thunderstorms. I love reporting it to Niantic when this happens.) So I'd say that my area already has the "Damp" weather you're describing.
Fixes for Snow and Windy are really tough, and too complicated for Niantic to program into the game, but something does need to be done about them. Having Day/Night instead of Clear/Foggy is a good suggestion and one that is likely easy to implement for Niantic.