You change the name of a saved favorite to anything you want. You can see in the browser address bar the actual address that you reached. You can also see the station name in the map overlap box the moves as you mouse over the timeline.
As long as you keep using WeatherCat then the answer is no, you can't upload directly to Windy.com because the Windy.com upload protocol is different than WU. But all is not lost. You can upload to CWOP with WeatherCat and the good news is that Windy pulls in stations that upload to CWOP.
There is of course another way without giving up on WeatherCat. The Davis logger that you are using (your connection from the station to WeatherCat system) is tied up. But you could always get a second logger and you can get a logger without a display console that works by itself. If you added the Davis WeatherLink Live device then some other software can see the data from your Davis station. The Davis WeatherLink Live device picks up your sensors directly just as you current display console does. Then the Davis WeatherLink Live device can make the live data that it gets available to some other weather program that supports direct Windy uploads. Such software that can connect with the Davis WeatherLink Live device are; Cumulus MX, Meteobridge, and Weather-Display. Granted those don't all run on Mac. But making sense of these additional choices you could run Cumulus MX or Weather-Display on a Raspberry Pi, cheap, small, no noise if using a Flirc case, and reliable. You could also get a Meteobridge device that is equally capable. The Meteobridge (standard version) will require the WeatherLink device to get data as will whatever system you set up to run Cumulus MX or Weather-Display. As you can see there are many options to go by to expand with. Sure any one of these options may be a bit much just to upload to Windy.com. But having these software will allow you to upload a many other places that WeatherCat currently doesn't upload to. I encourage you to consider running some of these other options and their benefits.