I posted some thoughts on this exact topic previously in this thread, but if you're bored out of your mind and want the long and very in-the-weeds version, it's on Post #1927 (around page 241 of this thread). The short version is: the only way I've found to make the golf swing itself harder is to go to 3-click, because even very slight misses cause shots to go way offline (into the rough/woods/water/OB), which makes every swing a potential disaster. I actually take practice swings because the miss penalties can be really severe! This is the most "real" way to increase difficulty, because in my opinion, every other method of making the game more "difficult" is really just either handicapping yourself somewhat artificially or making the CPU shoot lower scores. Things like not telling me how hard the wind is blowing seems a bit ridiculous to me, because I can't "feel" the wind or throw up grass or look at treetops or anything, so it seems odd to me to make guessing wind strength harder in the game than it is in real life.
Bonus tip: if you want serious difficulty with the swing, play 3-click on the hardest swing setting on "Quality" graphics mode. I can't even shoot under par rounds with those settings, although it's not really because the game gets "harder" per se, but because the terrible lag in 3-click combined with the speed of the meter and poor frame rate on "Quality" mode makes stopping the meter in the 'white' area with any consistency almost impossible (or at least largely a matter of luck).
My experience is that when using the analog sticks to swing, no matter the difficulty settings, you almost have to try to hit shots offline, and even then hitting fairways is pretty automatic. You do get some "dial a distance" with 3-click (although no more than with analog swing sticks), but my experience is that it's harder to hit that white area in 3-click and the penalties for not doing so are much more severe than with analog sticks.
The bottom line is that there are honestly few, if any, penalties for misses with analog sticks (unless you miss in the extreme, and even then...), and it isn't until I started playing 3-click that I realized how much of a gigantic margin for error there is programmed into the analog stick swings, vs. missing the white area by 0.5 mm on 3-click (which will cost you 4-5% distance and send a shot 10-15 yards offline).
They could make all modes harder/more realistic by not showing you where the "white" area is in terms of power (e.g. the 2nd "click"), so that the full meter is always 100% of the distance of whatever club you're holding, and if you want to hit 75% of that, you just have to eyeball it and estimate where to stop your backswing. That would definitely make things harder!
Wind is definitely the way to make rounds harder and cause you to shoot higher scores; in fact, the wind is really the only way to make the courses themselves harder. I find the wind effects when wind is >15 MPH to be a little unrealistic (I've played golf IRL on really windy days - definitely 20+ MPH days - and I've never aimed 60-degrees right of the green on a 120 yard shot and ended up missing green left due to wind!), but they do add a significant degree of difficulty to the courses themselves. The problem with cranking up the wind, however, is that the CPU will still shoot the same scores irrespective of the conditions, which makes it a bit unrealistic IMO.
For example, I played a round of the British Open where there were 20 MPH winds, and there's no way in hell there was a -7 or -8 round out there on that day, but the CPU had the same distribution of scores on that day as it did the next day, when winds were 7-8 MPH.
TL;DR: If you want to make the golf swing itself harder, you kind of have to go 3-click. If you want to make the golf courses play harder, crank up the wind.
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