It is an interesting coincidence, but given that Jordan wasn't big on coming up with his own names (Tom Merlin, Shaitan, etc.), his use of the phrase is more of evidence that there is a third unknown source that they both used for inspiration (a document Q, if you will).
As far as the Compendium has discovered, it might be related to an Arabic term. Does anyone know where the compendium got even this information from?
Doing a bit of research, I did find some information on the Anemoi, the Greek gods of wind. A good number of them are personifications of rather dark aspects of the wind. Boreas brought the chilling winter winds and was called "The Devouring One," Notus was a bringing of scorching winds, which destroyed crops, and together the two were greatly feared by sailors. Then there was Kaikias, the northeastern wind. His name is derived from the same root as Kakos, the Greek word for anything bad (literally, ugly, but the Greeks viewed all things evil as ugly and thus it was used for evil men, evil gods, etc). Curiously, the god of the southwestern winds (and thus, brother to Kaikias) was named Livos, which is (probably) coincidentally similar to Lavos. Lavos and the Black Wind are related in the games (or so it seems), Kaikias and Livos are related in mythology. Livos brought the rains that destroyed crops. However, Livos wasn't particular an evil god (he just did not-nice things).
There is also the Wild Hunt which might have some relevance to the Black Wind. In European mythology Odin (and later Charlemagne. Arthur, and others) led a... well, a wild hunt across the earth. This hunting party was usually comprised of the dead or beings closely associated with death and the Wild Hunt was thought to foretell catastrophic events (plague, famine, death, etc). Indeed, it was possible for people caught in the Wild Hunt to be taken along with it (thus, dying). The Wild Hunt was the wind that raced through the trees in the black of night (hence, Black Wind could describe it).
Of course, if we go with older definitions of words, breath, wind, and spirit were nearly synonymous. "Black Wind" could mean any dark spirit or force. We might liken "the Black Wind" to the Angel of Death, for example, or to the wind that brings plague (as it is associated with Apollo).
