Yes your damp climate could make it more difficult.
When the seeds look to be of good size, cut off and hang up somewhere with good air flow, like for example in your horse stables.Problem with places like that is though,birds,i would use bird netting that still allows air circulation.Good air circulation is the key,even damp humid air will still dry in time,just takes longer.
If the seed for yourself Nevi i wouldn`t worry about the spikes/hairs on the carrot seed,still grows the same