I've seen the same issue, wind holds in the Fury are wrong when paired with the Kestrel and "Kestrel solution displayed in Fury" is set to "off". I spent quite a bit of time on the phone with Vortex yesterday afternoon trying to figure it out. They gave me a few ideas to try and want me to call back next week. I suspect it may be a software/firmware glitch because when the Fury is paired with my Garmin, the Garmin is sending my entered winds and environmental data to the Fury which according to the manual (and Vortex) shouldn't be happening (although it would be cool if it worked right). Also the displayed wind holds are wrong unless I set the wind direction to 9:00 on the Garmin in which case the solutions on the two devices is about the same.
I'm sure they'll get this sorted out, but in the meantime using the Furys unpaired is probably going to be my main use for them anyway. I'm getting rid of my Kilo3000s. In case anyone cares, between the Sig and the Vortex they seem identical in optical quality and ranging ability. I suspect they are made in the same factory to each companies respective specs, but my eyes can't distinguish between the two, they are optically sufficient for what I use them for and the rangefinder/environmentals/AB elite combo is fantastic.