Two Bars,
Never seen the upwind engs surge/stall in xwind, but I've seen and heard some ball-tearing surges on downwind engines. Anyone who operated B747s with JT9D-3A engs will know what I mean, especially in reverse!!!
6DB,
As I understand the term, a jet does not have a critical engine.
If I must lose an engine on a xwind t/o I'd prefer the downwind one because I wouldn't be likely to run out of rudder. Reversing the rudder input can be mighty tricky though!!!