TL;DR: There is conflicting information on this, and a lot of variables at play -- most likely you will need to speak to the manufacturers or installers of the units you are considering to determine the best positioning.
The outdoor unit (ODU) of an air source heat pump (ASHP) performs two main functions, depending on the season:
- In heating season, extracting heat from the air. Wind would cool the ODU, making this process less efficient.
- In cooling season, rejecting heat to the air. Wind would do the same thing here, cooling the ODU, but now it would be increasing efficiency.
Another important aspect of the ODU is the defrost cycle.
The abstract from this research paper ("Improving the frosting and defrosting performance of air source heat pump units: review and outlook") explains this part well:
When air source heat pump (ASHP) units operate in heating mode at low temperatures in high humidity environments, frost forms and accumulates on the surface of its outdoor coils. This frost layer adversely degrades the operating efficiency of ASHP units rapidly, and can even result in sudden shutdown. [...] Since the frost that is present on the ASHP unit after shutdown has to be removed, defrosting becomes necessary. Among several reported defrosting methods, such as compressor shutdown defrosting, electric heating defrosting, hot water spray defrosting and hot gas bypass defrosting, the most popular method is reverse cycle defrosting.
On the one hand, wind will cool the ODU, potentially causing it freeze up faster. This is the conclusion of the U.S. Department of Energy, on their informational page on ASHPs:
The location of the outdoor unit may affect its efficiency. Outdoor units should be protected from high winds, which can cause defrosting problems. You can strategically place a bush or a fence upwind of the coils to block the unit from high winds.
On the other hand, during the defrost cycle, wind may improve performance by moving meltwater away more quickly. This is the conclusion of a research paper on ASHP for water heating:
With the solar radiation effect being negligible during the test winter morning sessions; the humidity and the wind speed are the main factors contributing to the ASHP’s performance difference. On the Case I (1st March) the high wind chill (3.47m/s) with high relative humidity (97%) can improve the defrosting performance for the 30 minutes defrost interval with similar ambient conditions on Case II and III (2nd and 3rd March). [...] The high relative humidity of air in the maritime climate contains more latent heat which can moderate the frosting when ambient temperature is around -1°C. The comparison of the system performance under similar ambient temperature shows the wind speed has more effect on the ASHP performance than the relative humidity. The ASHP operated under higher wind speed can provide higher hot water temperature, although it is still under the required temperature.
Note that this has little to do with the direction of the wind. Adjacent to any sort of structure, wind will gust and shift direction.
Ultimately, practical considerations may prevail -- wind carries dust, debris, rain/snow, etc. Protecting the ODU from wind may reduce maintenance costs and prolong its life.