Wind loss:
Initially:
Groundspeed remains the same (inertia)
IAS drops
Rate of descent remains the same
Then:
Groundspeed drops due to IAS drop
IAS remains lower
Rate of descent increases due to groundspeed drop (and lift reduction due to the lower IAS), resulting in a dip below glideslope
Stabilizing:
IAS will return to initial value (same power setting)
Groundspeed will follow IAS
Rate of descent stabilizes again
This would be the situation if no power is added. Now because the airspeed loss and dip below glideslope can be dangerous, we're not gonna just sit there and look at it, we have to add power to minimize airspeed loss and a dip below GS. Then, once the stabilization phase sets in, reduce thrust to more or less the original position.
So fart, your assumption was incorrect that a loss of headwind will cause you to go above the GS.
If windshear is severe, a go-around should be performed since it may be impossible to get back in a stabilized approach config due to large thrust and elevator actions.