To me it sounds like two problems. First, the low frequency wind noise which should be significantly reduced by the dead cat... and a second problem that to me sounds like a bad connection causing the static. I think I've also heard similar sounds from low batteries powering shotgun mics ... the power supply for the mic is weird... I've never heard of "2.5V 'plug in power'" your camera may not supply that. Infact looking a bit deeper this mic has a compatibility list which your camera is not on.
"The VideoMic GO is compatible with the Nikon D4, D800, D600, D7100, D5200, D5100, D3200, Coolpix A, P7800, Nikon1 V2. It is also compatible with the Canon T2i, T3i, T4i, T5i, 60D, 70D, 7D, 6D, 5D Mk II, and 5D Mk III." from
Rode VideoMic GO On-Camera Shotgun Microphone VIDEOMIC-GO B&H
I would suggest returning it.