I can see some unexplored darkness/surface caves in the middle of the chunk and on the further half of your surface map. Though it is not usually the case in my experience, sometimes the mission entrance is further in than it is typically. It will be in the first chunk if it isn't glitched and was spawned at all.
You can't remove a windshelter after it has been placed so you'll have to wait it out, or go somewhere else, and place a new one if you can't find it.
