Thank you so much for playing the game, and taking to time to leave your thoughts & feedback about it!
The HDG->TGT (heading to target) indicator should tell you what your heading (HDG) should be. I should really add another page to the manual! (And yes, the blimp HUD was supposed to be made of dials but we ran out of time) I will keep in mind the font choice for the future - it is a bit hard to see in builds now that you mention it.
The blimp controls were supposed to be a bit difficult as you are contending with pretty difficult winds of up to 36km/h (if I got my calculations correct) - by contrast hot air balloons only contend with maybe 10km/h; though we haven't managed to find this information for thermal airships - aka hot air balloons with engines or what is simulated in the game. This is why you need to constantly need to correct for the course. I can see how from a game play perspective this isn't ideal and will keep this in mind for future updates.