...Do you have that plexiglass to help block the wind?...
It appears the plexiglass is there in place of the rail stakes to allow a better view. That could be a solution for your railing/view issue, while affording more safety, and as you mentioned, blocking the wind. You could replace the offending railing section with a taller plexiglass panel, giving you a better view, but with protection for someone sitting on the edge of the tub. Of course there are a couple of drawbacks to plexiglass so close to the tub: dirt and water spots ruining the view, and then scratches after you clean the dirt/water spots! :-/