Don't worry wisdomhurts! I don't think that the Red Windstone has been introduced to the game yet, but I'm sure it will be revealed in a coming update. I'm really excited for the Stormgate from Skull Island to Valencia... all that traveling makes me tired.
I'm all the way to Marleybone and I don't have a Red Windstone. I do have a Violet Windstone to go to Monquista. The only way to get that Windstone or any of the Windstones is to follow the main story line. Since you did not tell us what Main Quest you are working on, we don't know how far along you are to getting the Violet Windstone. Good Luck!