Wow!! We have really got ourselves wrapped around the axel on this!!
Some points to recap:
1) A steady wind from any direction does not change the aircraft's performance in any way, no matter how you turn.
The aircraft is immersed in a fluid, and as long as its conditions are not changed with respect to that fluid, it will perform identically regardless of its direction in that fluid. The aircraft cannot tell what direction the wind is coming from, let alone change its climb performance as a result.
Shawn, when you told the wive's tale about the takeoff crosswind turn causing a loss of altitude, you fool yourself, and mislead everyone else. Same with the Super Puma accident. If the CAA decided a downwind turn is the cause of that accident, it says how little that particular examiner knows about aircraft performance!
2) If the wind has shear and gusts, this will affect the performance. Gusts and shear are not the same as turning the aircraft, they are examples of how the fluid can impart forces on the aircraft that support it. That is called lift, guys. If the velocity with respect to the fliud changes, the lift changes.
3) There might be way too much talk around here, and too little actual flying! Will someone please just take a flying machine out and turn it while trimmed at a steady altitude and speed?
4) The amount of phoney theoretical energy in "downwind turn is both measureable and large, and will show up if any of us would simply try it. The theoretical altitude loss cannot be hidden in a slow turn, it is not a small amount that gets buried in pilot technique.
In a 30 knot wind, there is a 60 knot speed difference between upwind and downwind(if you turn in a 30 knot wind while going at 120 knots, your groundspeed goes from 90 knots to 150 knots.) The difference in phoney energy, if you misapply Newton, is about 634 feet of altitude loss for an aircraft. Try the turn, trimmed, and see if there is ANY altitude loss or gain.