How changes in Air masses, Air flow direction and intensity affect lift?
For sake of simplicity, lets state that lift is produced by airflow over and under the wings (the rest of the airframe also contributes, but in the scope of this question we can neglect that).

Lift for any given airfoil is basically dependent on airspeed and angle of attack. Up to a certain limit any increase in airspeed or angle of attack will amount to increasing lift and vice versa. So, the question:

Case 1. and 2. The situation is the same. Sudden tailwind of 40kts will lead to a sudden 40kt drop of airspeed and sudden decrease of lift. The groundspeed will start to increase (slowly, because of inertia of the plane). If immediate corrective action is not taken, some altitude will be lost. Near the ground this would be catastrophic.

Case 3. I'm a assuming a level turn here: During or after the turn the wind will not have any effect on the airspeed or lift of the aircraft.

The aircraft is flying embedded in an airmass. If we are considering aerodynamics (lift and stuff), all changes made in the flightpath of the plane are made in relation to the airmass. Not the wind, not the ground. The wind is simply the movement of the airmass in relation to the ground.

If the wind does not change, nothing changes for the plane (overly simplified, of course, there's temp, pressure etc, but that's not on subject here). In cases 1 and 2, the wind changes, as the velocity is momentarily different (gust). In case 3 there is no change in the wind.

Your example of the event you've witnessed, with increasing groundspeed and decreasing airspeed is a simple case of flying into a region of tailwind. Tailwind would simultaneously reduce your airspeed and push you to go faster in relation to the ground, increasing your groundspeed. This event might happen as a result of flying somewhat perpendicularily through top or bottom part of a jetstream.

Since this subject has proven to be somewhat difficult to comprehend (here and in this question too), let us end this answer in a humouresque article on Flying Magazine website, that might help understand the misconception of turning in wind: The Last Word on Downwind Turns, Really.

As a sidenote, in case 3 you have described a rather steep turn without increase in engine power, the aircraft will bleed energy during the turn resulting in loss of airspeed, if airspeed is not maintained with power or glide. I'm also pretty sure that a constant 25°/second rate of turn is just too much to sustain for most fighters, even with full afterburners, and it is definitely too much for any pilot to handle for long. F-16 has a max rate of turn of about 27°/sec at about 380kts and 9g's.