I had both offside windows in my 156 broken just before I sold it by some scumbag and Autoglass cam out the next day and replaced them both. They did a great job but I was finding glass in the car every time I cleaned it up until the day it went
I dont think you can ever get rid of all glass after a break in as there are always miniscule shards hidden in the carpet and little knooks and crannies
With regards to the wind noise, I have the same on the passenger door in my GT and I believe it is down to the liner/insulation not being replaced properly after the door card was put back after some paint work was done. I can hear and feel the wind from around the mirror inner plate.