True, the shingles do have a wind sheer rating to a certain MPH. It's on the packaging. Just for your records, if you haven't seen the warranty on the packaging, find out which brand EXACTLY the contractor used and read it.
I've done this to my shingles. I've put clear, pure 100% silicone under the shingle where the sealing strip is. Actually, just 'below' the strip is where I put the bead. Then, I pressed down / walked on the shingle. Other than this, I wouldn't know what else to suggest. Perhaps a 'heavier' shingle? I have a 30 year shingle that's pretty heavy. None have blown off but they have been lifted. Be careful not to lift the shingle too far up when you put the silicone on it because you may crack it.