The logic should be to prioritise things in the order which enables you to do the next priority item more easily.
That means keeping the plane flyable at all costs. So .....
Stall warning has first call (a stalled aircraft can't do much)
Then windshear (because its eroding your aircraft's performance, and you'll need performance to take other actions)
Then GPWS (because hitting the ground removes most options)
Then TCAS, because hopefully the other guy is taking care of it too.
As mentioned, while some WS guidance may be down initially, most WS algorithms have a radalt input and won't drive you into the ground - unless the shear is beyond your aircraft's capability, in which case you'll end up hitting the ground with the shaker going off.