Wet conditions and high winds in Winter?

I live in an area that is very wet during Fall, Winter and Spring with a lot of wind storms in Winter and have been considering bee keeping. Given the wet & windy Winters, I worry about water potentially entering any sort of outdoor hive without providing it additional shelter (but there are a lot of varieties of native solitary bees here, as well as other hiving insects like bald faced hornets, so perhaps bees aren’t bothered?)

Would it be advantageous to consider an indoor hive such as an Az? I know I had seen other versions of in-wall bee hives in documentaries but I’ve failed to find other examples, nor can I recall further details unfortunately.

I already have an existing outbuilding I could build it into, but I don’t know much of the advantages or disadvantages of indoor beekeeping or it’s practicality.

I know there is a local bee keepers club, but since we’re in lockdown it’s off the table to check that out (and given it’s a rural county, I’d expect their focus may be larger scale than I am interested in...basically I like bees, honey & beeswax and would be happy to produce enough for my personal use).

Novice questions I am sure, but I don’t want to invest time and money without building my knowledge first!

placing a hive in a sheltered place is probably enough. against a wall under an eave is a good option if that's available to you. certainly not the only good option, but one that's common.

If I lived in those conditions, I would build a two sided shelter with a roof, and put the hive inside it.  I would put the corner of the two walls pointing towards the winter winds.  You could make it three sided for even more protection if you thought it needed it for not much more expense.  It wouldn't need to be large for one hive, maybe 4 foot walls 6 or 8 feet tall.