This woman was in a relationship that didn't work no matter which way she turned. She tried everything she can think of to save their relationship which is what she meant by
"But I never changed a single colour that I breathe"
"I am tired of punching in the wind
I am tired of letting it all in
And I should eat you up and spit you right out
I should not care but I don't know how"
This happened mostly because her mate didn't try very hard to understand her. Which is what is meant by
"The wind blows loudest when you've got your eyes closed"
"So you could have tried to take a closer look at me". She takes the blame for the failing relationship but at the same time refused to stay bruised to the point of never moving on. Which is what she meant by "But I leave in my heart
'Cause I don't want to stay in the dark"