Given that the best L/D likely occurs at or below shaker activation, if you are both in windshear and stalled, you need to lower the nose, both to (a) unstall the wind and regain control of your flightpath and (b) get to the airspeed/attitude/AOA where you have the best chance of your aircraft's performance being adequate to get out of the shear.
Sitting there with a stalled wing isn't going to do squat for your chances of climbing away from the ground. This is the fundamental flaw with the way the ridiculous "minimize altitude loss" is being indoctrinated into people via the PTS; once the wing is stalled, you are going DOWN. If you wish to stop going down, you have to unstall. Therefore lowering the nose to unstall the wing will minimize the altitude loss.
Unfortunately, the manoeuvre is invariably taught with a fully attached, pre-stall, wing, which gives the wrong lesson for the stalled case.