I have sailed several times without a rudder (twice without even a paddle, just a periodic hand drag). Yes, adjusting the furl affects the helm as does angling the daggerboard. The more the sail is out, the more the weather helm. Less sail means more lee helm. More daggerboard rake means more lee helm. Even in high winds and some decent chop, it's possible to get the boat almost perfectly balanced on most points of sail. It will turn up from hitting some chop or a wind gust, then turn itself right back on course. Without a rudder you can get to about 50-55 degrees into the wind. You definitely can't get all the way to close-hauled (although the reefed sail will be in tight, the top is still twisting off), because when you try to point that high anything that rounds you up even a little will stall the sail and then the boat won't want to fall back off. The real key is to keep the boat moving, which is how the balance is created.
This only applies to sailing without the mirage. I can't use it (paralyzed) and so I never have it in. I'm not sure how the balance is affected by the drive. It would be nice to have it to help in tacking in heavy winds. That isn't easy with just a paddle.
I also agree that there might be an issue with some rudder castings and pins. As mentioned in an earlier post, I had a casting that broke at the bottom hole where the pin goes through. Prior to that I would break a pin every time the wind got over 15. I went through about ten pins. In that wind, one can feel the strain on the rudder when trying to turn from a near reach to broad reach. The pins would sometimes break during the turn, but more often would break while going straight on the broad reach. I agree that during high winds, the casting may be binding on the bottom part of the pin and twisting it rather than sliding over it.
It may be specific to some castings since I haven't broken a pin since replacing the broken casting. This would also explain why only a few people seem to have extraordinary numbers of rudder pin breaks. The winds haven't been too heavy since I replaced the casting, so I can't say for sure. But, if you are getting a lot of pin breakage, I would inspect the holes on the casting for any burrs that might be grabbing the slots on the pin.
Kayaks, and the rudder systems really weren't designed for high speeds or heavy loads. So, we do have to be a bit understanding when we're taking them out into high winds. I also have adjusted my technique. I almost always rake the daggerboard (more in higher wind). As I mentioned above, this puts the boat in better balance and puts less strain on the rudder. I don't think raking the daggerboard affects leeway that much. It might even improve things a little since more of the daggerboard is in the water. I no longer even try to sail close-hauled in heavy winds. The sails stalls too often which also puts a heavy strain on the rudder. The higher speed from falling off a little makes up for the ground lost to windward (sailboarder mentality). Also, I try to avoid any full swings of the rudder. If the boat doesn't respond to very slight rudder movements, it's either because the boat isn't moving forward well (the sail is stalled) or the rudder is stalled from cavitation. Both of these situations stress the rudder too much and aren't the fault of the rudder. If you can't get good control with slight movements, then you should adjust your sailing technique, which should include furling the sail and not trying to point too high.