The Four Wind Gods are the fabled creators of the Wind God Weapons. As their name indicates, they have an affinity to the Air element, but can also infuse their power with other elements.
According to legend, Euros, the East Wind, forged the sword Notos to glorify his brother Notos; Notos, the South Wind, forged the axe Boreas to celebrate the birth of his brother Boreas; Zephyros, the West Wind, also known as Zephyrus or Zepyulos, forged the spear Zephyros to fight against evil; and Boreas, the North Wind, also known as Boleas, forged the hammer Euros for the victory of his brother Euros.
Nothing else is known about these gods, but it's presumed they fought by the side of Heaven and humanity during the Ogre Battle.