My apologies in only being able to give you some personal experiences with wind shirts, which isn't as precise as the data many other members might be able to provide you here.
Disclaimer aside, in answer to your first question I would say that my wind shirt (usually a Montane Featherlight, or in other cases my Rab Momentum rain coat) doesn't seem to add any heat but protects from conductive and convective heat loss. In the case of my Montane, it certainly does not seem to protect from condensation. I do not like pit zips, or venting pockets, and so take my wind shirt off when I start to heat up. For me, heating up means I will sweat, hehe.
Since that is a "yes" to question 1, I have found that my Rab rain coat is too form fitting to layer over my down jacket (a New Balance Fugu.) Luckily, my down coat is wonderfully wind resistant already, so I needn't layer anything over it. When I do squeeze my down coat underneath a rain or wind jacket, I notice loss of heat probably due to it lessening the insulative area previously available. I am sure someone knows the science here much better than I. :)
I would say that during the winter (you mentioned wind jackets only for 3-season) that my absolutely favorite set-up is a lightweight wool baselayer (150 weight merino wool Icebreaker) with a wind shirt over that. Those two together keep me wonderfully warm, and I usually add or remove the windshirt to regulate temp when moving and resting. I wear a puffy beanie and insulative gloves when resting mostly, and my down coat when at camp and sleeping.
So, I am all for you wearing the wind jacket in the winter time. My winters are relegated to CA forests (Yosemite, Tahoe, Joshua Tree.) I do prefer wearing a long-sleeved shirt under my wind jacket, though. If I am wearing a t-shirt, and put on my wind jacket, I will get cold when it brushes against my bare arms.