I've had a "hexe" stove for many, many years and I can certify the fuel manufactured in the late 70's (and left open for decades)still works fine.

As a wind shield, you can use some stiff aluminium (like that from the bottom of a commercial pie tray, or the type builders use as roof flashing) and cut and bend it to make a screen that will fit inside the stove, and can block out the "back" of the stove. Make one for the front too if you like, but leave a gap for air flow.

Hehx is very stable and seems to work fine in the dry heat, wet tropics. It does not get wet.
I've used mine is the snow, and had no issues, but never in the severe cold, like you get in the Northern Hemisphere.

I have a couple of genuine 70's Australian Army issue stoves, and a couple of modern, commercial versions; they all work the same - its basically just a fancy tin can so there's really nothing between them, and nothing to go wrong.

Having said that, some are a bit heavier than others, and there are a few different sizes on the market - so choose one which suits.

One thing I have read is that some manufactures do produce better quality fuels. I can't say I have done a comparison, because I have a supply of old fuel tabs. Allegedly some companies add normal "wax" in with their hexe so its (cheaper) and doesn't burn as well. Perhaps HJim will turn up some research in the future ?

You can also burn just about any type of fire lighter's you want, or make your own from wax mixed with sawdust or cotton wool. You can even feed sticks, leaves etc in to the stove to use it like a hobo.