Dashes are no projectiles, so they go through. Dashes are, if at all, blocked by terrain and the wind wall is no terrain.
It does for example block Ashe ulties, like any other skillshot I have seen so far (since they are projectiles), even if they go through terrain. It also blocks targeted projectiles like Kayle's slow.
I suppose it would block a movement ability, if it were initiated by a projectile, kind of like Lissandra's, though I'm not sure the claw actually counts as a projectile. Imagine some new champion had a skill shot, that shot a projectile and wherever that projectile landed, the champion would dash there. The wind wall would probably cause that champion to dash to it that way. I think Leona's Zenith Blade does get blocked and she doesn't dash.
Yasuo's twice-charged Q gets blocked by the wind wall, I'm not certain about the previous uncharged Qs. They'll probably get blocked, but doing that is nigh-impossible: The cast time is so short, you need to deduct from his behaviour that he's going to use it and cast the wall in advance. But then the problem is that Yasuo needs to get fairly close for his Q, so if you cast the wall in advance, the wall has gone past him by the time he finishes casting it.
The wall can block projectiles all the way from it's spawn, not just when it's at full strength and distance, so if you get very lucky with your timing, you might hit it just right.
His wind wall does block Ahri's Foxfire as well as her Q. If it touches the wall on the way out, it's destroyed right there and won't return (Afaik. so far all Ahri Qs were always blocked right in front of them, so I'm not sure if they actually returned, but it didn't seem like it.)
Does anybody know, if the wall could block the lightning from items like the Statikk Shiv?