Though there have been a number of books written about Pearl Harbor, I think one that anyone seriously getting into the discussion ought to read is "And I Was There" by Rear Admiral Edwin Layton, who was in 1941 the Pacific Fleet's intelligence officer under Admiral Kimmel (and later under Nimitz). It was published in 1985 I think, so it has the benefit of being able to refer to more declassified information unavailable to some of the earlier books, and of course all the personal experiences of Layton himself.

It's been a while since I read it, and it will take some time to find the relevant details now, but it did mention the whole "east winds rain" thing specifically. As I recall reading, there are some indications that the message might really have been received and then covered up after Pearl Harbor was attacked. This doesn't necessarily mean a sinister "they let Pearl Harbor be attacked" type conspiracy. It could just well (or more likely) be a cover-up by a couple people to hide their own failings in reacting to the intelligence during the months before the war, so as to not go down along with (or instead of) Kimmel and Short. And reading the book, it's clear there certainly were a lot of problems with how naval intelligence was handled before and even during the war.