Had to delete as it is really mindboggling and the answer was only partly correct.
New try:
Etot=mgh +mvv/2
As the glider has a mass and the inertial system for this is earth, the mass will be accelerated when turning from headwind to tailwind. Where is the energie coming from: To keep airspeed constant = mvv/2 (groundspeed rising)it only can be taken from the altitude =mgh. (glider) From Tailwind (now with higher mvv/2) into Headwind and keeping the airspeed constant (groundspeed decreasing) the stored energie will be now converted in altitude again. Assuming no drag, you should have the same altitude as the process has started, as the total energie was constant and only traded back and forth between height energie and kinetic energie.

More drastic:
Think about microbursts at approach, have already sent some airliners down. Why that: Rapid change from headwind into tailwind. If the aircraft is high enough (not touching the thrustlevers) it can trade altitude for speed to accellerate the given mass for the original airspeed. Out of the zone it now has a lower height energie but much more velocity energie and to get the airspeed back to the level started, speed can be traded for height again.

b.r.
Wolfgang