The wind dump load aspect doesn't seem to be working at all.  A lot of excess wind energy is being generated but it has no impact on reducing heating fuel consumption.  What's happening?

You have to explicitly say that excess electricity can serve the thermal load, otherwise it won't.  Open the Thermal Load Inputs window and check the checkbox down at the bottom of the screen.  The schematic will then show the dump load and the connection to the thermal load.