Tommy,
I have to confess that the last two times I've played at Alwoodley they were warm, windless days, but I do know how cold it can be, even in summer, when the wrong wind is blowing more or less anywhere in the north of England. On its raised site, Alwoodley does not escape the wind.
If you wanted to visit Sand Moor and Headingley simply for their Mackenzie connections you were probably right to give them a miss. As far as I can tell, Mackenzie made alterations to existing courses. The Headingley brochure simply says that Mackenzie '....was retained to play an important part in the early lay-out of the course.' Sand Moor, on its web site says: The original Sand Moor course was developed for Leeds clothier, Henry Barran in 1921.
Further improvements with the assistance of Dr MacKenzie, who was a member of the first Greens Committee, and famous for the 'MacKenzie Green' resulted in much of the course as it is today.
Initially the course was split by Alwoodley Lane with the Clubhouse and the first two and last holes on one side, and the remaining fourteen holes on the other. In 1961 the Sand Moor Committee decided that the Clubhouse and course should be self-contained on the North side of Alwoodley Lane. The project was completed in 1968. The course has continued to develop and there have been many improvements to the Clubhouse since then, the latest in 1997.
That said, Sand Moor is a good test of golf, whoever designed it, and golf at Headingley is played in delighjtful surroundings. As far as I can tell Headingley doesn't have a web site. Sand Moor's is:
http://www.sandmoorgolf.co.uk/