You should be playing [3]
Phoenix Wing Wind Blast, as this card is one of the strongest weapons in hands of a Burning Abyss players.If you are playing
Supply Squad you should play at least [1]
Mathematician in your build ([2] if you play [3]
Supply Squad).You should remove [2]
Dimensional Prison for [2]
Vanity's Emptiness because this deck really, but really hates Shaddoll Winda. Having more ways to prevent her is always good, it's also easy removed by using your Spells/Traps/Monsters.
Karma Cut is a nice card for the deck if you want to have more outs to Winda, it's also good in mirror matches and versus Lightsworn.
Creature Swap is okay but you won't be needing it in most cases, if I was you I would kick it for more backrow.
Shadow Monarch Caius slows your deck a bit, as he takes away that one normal summon your deck needs to operate, try playing without him.
This is how my decklist looks like: http://prntscr.com/4k9r33 .It's a bit "weird" some might even say it's trash, so far haven't lost many duels using it.Just don't be scared to experiment and try some cards you think might work well with the deck
.