Kind of what I'm thinking as well.....

Cones mean construction whereas
triangles mean "breakdown"

I'd have my doubts about a lightweight cone, too.  If you can, check
it out in person.  See if its base seems big, heavy, and rubbery so
that even if the cone bends in the wind, the whole assembly tends to
stay right side up or at least return to that position.

Some of the triangles are supposed to be good for a 40-mph wind,
evidently a Department of Transportation standard or suggestion.  A
heavy weighted base (a few pounds at least) and thick plastic are
features to look for.

I've recently seen pictures of a "teepee" (two triangles that
interlock), which has the extra advantage of visibility from other
angles, but I don't know how well they perform in wind -- the only one
I've seen didn't seem very heavy.

Something I've done, in addition, is put reflector tape on the
underside of the trunk lid.  A few manufacturers stow a safety
reflector there. (I also apply reflector tape, discreetly, in the face
of the door -- jambwards? -- that's normally hidden when the door is
closed.  That's mostly for the benefit of city traffic in normal
parking, though it plays into emergency stopping at the side of the
road, too).

To keep it (or better still, them) from bouncing around in the trunk,
why not wrap them in one of those screamingly colored vests accented
with reflector tape, like road construction workers wear.  Or at least
a bright yellow rain poncho, which you can accessorize with reflector
tape as you wish.  You can put all this stuff and an extra flashlight
on top of the beat-up old coat or jacket that you keep in the trunk
just in case.  "Extra" flashlight?  Well, one small flashlight (some
of those new LED units put out a lot of photons from a small
unobtrusive package) belongs in the passenger compartment, and needs
to be in your hand, turned on, and oriented toward oncoming traffic
before you exit the car at night or under bad conditions.    The back
of most cars has various hidey holes where a surprising amount of
stuff can go.

Finally, don't forget to pack good judgment about when to turn on the
hazard lights and limp along to a safer place if you can, or stay
inside the car and call in the cavalry on your cell phone if you
can't...   And if you do get out of the car, always keep an eye toward
oncoming traffic and always have an escape route.    Do *not* base
your continued three dimensionality  solely on the situational
awareness and sound judgment of oncoming drivers -- bring enough of
your own!

Cheers,
--Joe