Would there be a way to make this work (theoretically) with flying objects that are not connected to the ground, using wind speed differentials in the air?

Very interesting. Probably it is a completely ignorant observation, but I am quite surprised by the simple shape of the rotor sail. Why is it a cylinder rather than a drop / cone / pineapple shape? And why is the rotor sail smooth? Wouldn't it be possible to increase the Magnus effect with golf ball style dimples or alternatively with fins to scoop the air more efficiently? Why is it not integrated with a static fin to optimally direct the airflow? I would have thought that some level of autorotation would make sense with this kind of approach as well. Is it because for some reason the technology is still in an early phase of development or is a smooth cylinder simply the most practical & efficient way to leverage on the Magnus effect?