No, a blimp cannot sail against the wind. It can only sail with the wind.
A ship can sail against the wind because it is in contact with the water surface. There are three motions which acts on a ship:
- The hull limits the ship to forward and backward movement only. A ship cannot move sideways due to the massive drag generated by the water if it attempts to do so.
- The rudder can rotate the ship using reaction forces between the ship and water alone.
- The sail can be freely rotated to any direction.
In a blimp, (1) and (2) are gone because it does not interact with ground or water. It only interacts with air. Therefore, no matter which way you rotate the sails and no matter how many sails you attached to the blimp, it cannot move against the wind.
One may, perhaps, trade altitude for airspeed by diving, then use the airspeed together with rudder to rotate the blimp and make it travel in a desired direction, but then that would be like gliders and not blimps anymore.