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The wind that blew all through the night was cold.
Literal
Night [gen-の] interval-throughout blow wind [topic-は] was-cold.
~の間中 ('throughout the entirety of X') combines 間 ('interval') with 中 ('middle, throughout') as a compressed 'all through.' 夜の間中吹く is a relative clause modifying 風. The poetic/atmospheric feel of 'wind that blows through the night' is characteristic of descriptive prose.