Good points Tim. I think steel should be galvanized to avoid rust, but welding galvanized steel requires paint over the welds. Perhaps a prefabricated structure with the right dimensions already exists, would be galvanized, and we could just bolt it together.
We might want to consider not permanently attaching the roofing material, so if they do blow off again they don’t take the structure with it.
I suspect cheap metal roofing would suffice since nobody’s going to care how loud it is when it rains, nor will they care about the lack of insulation. If it blows off it would be cheap to replace.
I assume not having walls ends up making the roof act as a sail.