I have no involvement with St Helena and am not privy to the data that they've collected so far, but as a current commercial pilot, hopefully I can shed some light on this.

Firstly, landing with windshear is a huge "no". It doesn't matter how competent the pilots are; windshear means that the speed and direction of the wind is increasing/decreasing at a rapid rate and so therefore the speed of the wind going over the aircraft wing is constantly changing. This leads to an unpredictable loss/gain of airspeed and subsequent handling problems associated with this. In layman's terms, a sudden loss of airspeed = loss of lift = uncontrollable descent towards the cliff edge. In all aircraft types that I know of, a windshear warning in the cockpit means a mandatory go-around.

Delta 191 was a famous windshear disaster (the windshear was the result of a thunderstorm as opposed to terrain, but the end result is the same) https://en.m.wikipedia.org/wiki/Delta_Air_Lines_Flight_191.

There are a few famous airports Worldwide with similar problems (the closest comparison is probably Funchal) however the windshear tends to be more predictable in certain weather conditions only, and not to mention that there are several good alternates (Porto Santo, Gran Canaria) within 1 hours flying time if you do need to divert.

The other runway direction in St Helena is less liable to windshear, but most of the time means landing with a tailwind. Most aircraft types have a certified tailwind limit (I believe 10 knots on the 737) and landing with a tailwind means that your aircraft "ground speed" is faster when the wheels touch the runway. Faster ground speed = a longer stopping distance required. Not good on a short runway with a cliff at the other end! You can of course reduce the stopping distance requires by landing at a lighter weight - but that doesn't work when you need to be carrying several hours of extra fuel onboard due to the nearest alternate airport being so far away.

Hope that clears a few things up!