Origin of "If the wind changes"

Without getting long-winded about the actual origin, I can point immediately to a much earlier superstition which found tidier expression in the condensed form you ask about.

One saying is, never point an empty gun at anybody, for the evil one may load it; and further never make a wry face, for if the clock should strike twelve, the wind change, and the cock should crow at the same time, your face will forever remain in that ugly condition.

(From Bulletin of the Essex Institute, Volumes 15-17, Essex Institute., 1884. The particular clip came from Vol. 15, 1883, "Swedish Superstitions and Characteristics", by Alban Andren.)

As you can see, the expression has its origin at least prior to 1883. In the cited form, not only must the wind change, but the clock must strike twelve and the cock must crow at the same time: only then will your face freeze in a wry expression.

It is difficult to track the particular expression due to its diffusion into a generalized 'superstition', but I will continue to push toward earlier evidence and supply it if found. What I've already supplied should at least settle the argument in your favor, unless you're up against a bunch of quibblers who insist on one of the exact phrasings you gave.

An even earlier citation, also closer to the example phrases you provided, turned up almost immediately:

"I can make faces if I like Ella, I suppose. It's not your face, you know," replied Lily, saucily. As she spoke she made two or three very ugly faces and put out her tongue.
"You silly ugly child," said Ella; "if the wind changes you will remain like that for ever. Now come along."

[From The Sunbeam Story Book (Being the 'Golden Childhood' Volume for Christmas, 1879), Golden Childhood, 1879. In a story called "The Little Girl Who Made Faces", p. 153, by Henry Frith.]