I was watching some older episodes and I saw Sabo use his Dragon Claw Fist – Dragon Breath (notice the multitude of dragons in the name). I believe what’s going on here is that Dragon made his own way of using Haki to manipulate the wind with pressure. I also believe that Dragon is manipulating the wind and thunder like he did when he freed Luffy, not using a devil fruit but rather, using an advanced form of Conqueror’s Haki. It would explain why he can use both thunder and wind and Sabo’s fighting style would just be Dragon’s but without the Conqueror’s Haki and weaker.
Well, until he got Ace’s devil fruit of course.