"wish to travel where the wind blows me," Did you change your mind already?
Perhaps you should re-read what you wrote and think about it in regards to this issue. Either you travel where the winds blow you or you don't (instead you travel according to a plan). If a country won't let you in, then guess what, the wind is blowing in a contrary direction.
While many countries make some kind of statement about this, there are all kinds of circumstances under which it is not enforced. Really, this issue is one that as noted above, applies only to air travel because the airline insists on it, not the Immigration Department of a country. Avoid airlines that insist or avoid air travel. Really, once you are on a continent, all travel can be a land crossing anyway can't it?
As a sailor this is a topic presented in a way I can have a lot of fun with.
I think you need to go back to your first idea of where the wind blows. On a sailobat, any contrary wind just means you must pick a different destination or do some 'tacking'. Tacking is a sailing term which refers to a sailboat being unable to sail directly into the wind. Instead to get somewhere that is directly to windward the boat must be sailed across the wind while still moving ahead and then turned to sail across the wind in the other direction while still moving ahead. In other words you sail in a zig zag instead of straigt ahead.
People often have to meet a boat in a particular place to join it. Often they do not have a fixed time that they will be on the boat. Wind and weather often make that impractical as you might imagine. So they fly one way and hope the boat is there when they get there. Sometimes it is and sometimes it is not. Keeping a schedule is simply impossible. What do you think all those thousands of people do about 'proof of onward travel'? The answer is they usually don't.
Because an Immigration law or airline requirement exists does not mean that it is always enforced. It ALWAYS depends on the circumstances and your reason for not complying. There is ALWAYS discretion in enforcement. In my personal experience involving hundreds of people meeting a boat where such rules/laws might be applied, I can think of only one time someone was not able to join the boat I was on because of this issue. Tempest in a teapot in my opinion.
Just adapt your next move as you go along Danjofo. Go where the wind blows you.