Differences in wind direction in the vertical, like you described, are common around the world. In fact, this happens nearly everyday, to varying degrees, depending on the current weather pattern. As an observer, you will never see it, unless there are clouds at different levels in the atmosphere. The technical term for this phenomena is call vertical wind shear. During stormy & thunderstorm conditions, strong vertical wind shear is necessary to produce tornadoes -- it provides atmospheric twist -- thus twisters. During conditions of partly cloudy, fair weather, it can be absolutely fascinating just to watch how clouds at different levels will move in different directions ... sometimes in 3 different directions depending on the vertical structure of the atmosphere at that time. The most dramatic visual example of vertical wind shear is to watch a satellite loop of a major hurricane ...where the low level winds (and cumulus/storm clouds) all flow into the center of the storm (in an anti-clockwise rotation) as high level winds (and cirrus clouds) all flow away from the hurricane (in a clockwise rotation).
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