TeeS,
The tail rotor does eat more power in some conditions, (not downwind, actually!) but the effect is quite small, and much less than the power you "gain" from having the wind. Dancing on pedals will eat some power, but it is tiny.
I am guilty of provoking another of those fun threads where we carefully puncture some "urban myths" about helos.
Hovering down, cross up, or side wind eats no more power except for some slight increase where the tail thrust is higher, which is not downwind, it is generally right side flight in conventional helos, left in french/Russian. And even so, the tail thrust required to fight the fuselage drag at wind below about 10 knots is peanuts. Pedal position is not thrust, most of the pedal shift in side flight is to overcome the inflow change, where the actual tail rotor thrust is a constant but the angle needed to make that thrust is increased when the rotor is traveling in the direction of the wind.
In fact, with virtually any wind direction, you hover better than with no wind.