Although the wind load generation works best for planes which are parallel to the global planes, STAAD is able to generate wind loading on inclined faces too. In general if there are problems with the wind load generation, you will get either warning messages in the analysis output or you will see some problems graphically.
Regarding the second part of your query, when you say there is no change in the output file, what results are you referring to ? The analysis results like nodal displacements, support reactions, member forces etc should change for all such combinations for which you have changed the load combination factors. However if you are referring to design, I can see that remaining unaltered if the critical condition for design is not affected by the change. A detailed look at the critical load case and the critical condition reported for design, can offer some clue.