With the rapid development of low-altitude UAVs, accurate wind detection is crucial for ensuring flight safety and enabling broader applications. To address this need, this paper introduces a highly integrated CDWL system specifically designed for compact UAV platforms. The system incorporates a self-compensating Harris Hawks Optimization (SC-HHO) retrieval algorithm, which is tailored to the high-dynamic flight environment and stringent payload constraints of UAVs. This algorithm enables real-time wind retrieval with low dependence on external reference data while effectively compensating for platform motion. The performance of the proposed system was validated through the comparative experiment and the UAV-borne experiment. In the comparative experiment, the CDWL showed correlation coefficients above 0.976 in horizontal wind speed and 0.987 in horizontal wind direction relative to a benchmark airborne CDWL system, with corresponding root-mean-square errors better than 0.395 m/s and 4.135°, respectively. During the UAV-borne experiment, the CDWL retrieved platform velocity using the self-compensating mechanism, achieving a standard deviation of 0.080 m/s relative to global navigation satellite system (GNSS) measurements, and successfully acquired wind field information. These results confirm that the developed system provides a viable and practical technical solution for UAV-based remote wind sensing.