Hello Tourt
First off would like to say I think we all have or have had days like this
Reads like you are not in touch with your fly and the bump you feel is the slack being taken up as the fish says hasta luego(see U later).It is quite strange one did not stick as often the weight of the line will set the hook on a bloodworm which often trout take with confidence.Not to worry it happens to us all especially when fishing is slow and you are taking in the flora and fauna etc when suddenly you feel a bump which sure helps you focus for a while at least.
Casting into the wind as you describe it with a floating line you need to really have only a very shallow bow in the line at best as it is blowing towards you and fish can be travelling in the same direction when they pick up your bloodworm.In these circumstances it is easy to bump fish if you are not on the ball and keeping in touch which in turn will bring the rod past your ear as you struggle to take up the slack line and set the hook.You will invariably feel the weight and maybe a wriggle and then!!Well we all know how that feels

.
Stick with it and you will find your way.Fishing your bloodworm around on a crosswind wind is fine and just occasionally mend the line upwind to slow down the drift and control the bow in the line a little better.More so with a floating line.If you can cast and put an upwind mend in the cast it will help also but for now.Important point is to stay in touch with the fly,keep the rod low and watch the rise and fall of the line between the rod tip and the surface.This is where you will see the take before you feel it.Most common is a lift in the line other than your retrieve or a drop in the line towards you.It can just stall and with time you will be at one with it if you keep fishing.
We all have our own preference for setting the hook.I find drawing the line with my retrieving hand as I tighten into the fish to be the best method for me.Zorro was my boyhood hero but striking this way does not seem to work too well on trout

Hard to explain but with more on the water time you begin to sense as the takes come how to tighten/lift into the fish.Sometimes a vertical lift will set and others a more horizontal sweep if this makes any sense.Often it depends on other mother nature restrictions.This I guess is why I find drawing the line with the retrieving hand helps.Anyway good luck and hang in there.
Best JP