Fox entered his second Open after earning more than $1 million from three European Tour events in as many weeks.
He needed golfing contagion to strike the field in the deteriorating afternoon conditions to make the five-over-par cut - and it nearly did.
"It was frustrating," he told Radio Sport. "I left myself a lot of work to do [from the first round], and actually played some nice golf for the most part [of the second] in pretty horrendous conditions.
"It was blowing 20 miles per hour-plus and gusting more than that most of the day. I gave myself plenty of chances, and struggled with the putter.
"A lot of holes were played with a cross wind, rather than straight into or with it. It was hard to get the ball on the fairway and close to the pin. Plenty of guys were having nightmares."
Fox lamented not seizing more of an advantage on the opening day.
"Those conditions weren't overly difficult. It was windy to start and calmed down in the afternoon, but I struggled from tee to green.
"Being three-over for the front nine on the second day hurt, too. I didn't feel like I did a lot wrong. I came up short a couple of times and made bogey, and had two putts lip out.
Hendry overcame a back injury to compete in his maiden major. He finished with a seven-over-par 77 to be 10-over for the tournament.
"It was hard to get your rhythm back sometimes in those conditions," he said.
"That's what makes playing in the wind so difficult; it's not necessarily what it does to the ball, but what it does to your swing."