The right side molding strip on the 740 windshields is known for vibrating under windy circumstances just as you describe. You can easily verify this by temporarily taping over the gap between the molding and A-pillar. Volvo issued a TSB on the subject. Their recommended solution was to try twisting the plastic retaining clips on the back of the molding to make a slightly snugger fit. A simpler solution is to squirt in a few lumps of silicone sealent in the lower, middle and upper areas.

As for the vent screen, when I first had your problem that's exactly what I suspected. It's not held particularly well by the mastic and often drops down when you're trying to clean snow or leaves off the vent. You really don't want junk getting down in there as it will trap moisture, block off the drain and possibly promote rust. The cowling with the vent can be removed relatively easily (just remove the wiper arms and three bolts on the firewall and slide forward as you lift up). Pull the screen right off, clean the contact area throughly, push the screen back into the mastic (use a hair drier to make the mastic soft if needed) and then go to town with silicone sealent to properly hold it down.
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Dave -not to be confused with a real expert, just goofing around at this