How about using the same 2D wind rose plot for an additional figure, but color it with respect to velocity in the vertical? So you will have two of the similar looking wind rose plots, they will both show the directions in the horizontal 2D, but the second plot will have a colorbar that ranges ,say, from -1 m/s to 1m/s. I think that would be a very useful plot.
You will need to store the indices used in the calculation of the horizontal directions and calculate the histogram for the vertical flow that corresponds to them. Or just keep the part of the code where horizontal directions are calculated but use the vertical velocity to calculate the magnitude. Keep the sign to indicate upward/downward.