And once the baloon can hold direction in the wind with the help of the fin, you can add sail to actually get some propulsion in direction other than wind.
No, as Walter said, it's moving with the wind, i.e. it has the same speed as the wind. It's only if there's a sudden gust that you would see anything flowing over the balloon.
I took part in a balloon experiment a couple of years back, essentially a weather balloon with several cameras, including one pointing upwards - we could watch (after we retrieved the cameras later) hours with footage of the balloon itself. There were various loose threads etc, and I assure you - there wasn't much movement! Occasionally there would be a little gust, when that happened the payload would swing around a little bit, but for the most part it was very quiet. Particularly at the highest altitudes.
The problem at 60k feet is actually you are above the weather and don't have a ton of wind to work with. Moving up and down in the minor wind currents is far more efficient energy wise and practically.
Even exposed portions of the hull can be expected to not reach equilibrium with surface air. There will still be liquid water splashing around and also conduction from the warmer parts of the hull. Maybe the sail surface could get much colder but I doubt that it's subject to impact hazard under these conditions.
Actually steam and fog are different things. Fog is already condensed steam that consists of small water droplets. This technology captures the condensed water droplets and at this point no no extra latent energy from steam is released.
Add a fin to a baloon and you can steer it.
And once the baloon can hold direction in the wind with the help of the fin, you can add sail to actually get some propulsion in direction other than wind.