I'm not so concerned about cross-wind experience; you can't really fly in the UK without sorting that one. It's the windsheer effect ...
They're both similar problems... you need to be ready to react quickly with aileron and rudder (crosswind) as well as throttle (for vertical shear) and when conditions are tricky, make the go-around the default action in your mind and only land if on short-short final you are really OK about everything... pointing straight ahead, on the centreline with no lateral drift, flaring nicely etc. and if not then go-around. This decision is always easier too if you have a diversion to an into-wind runway already planned
Andy