@Korina I’m afraid it doesn’t help. The Watch complication simply stops updating at some point - because it’s not allowed to access the location data always.
As mentioned in the initial report, the location data usage options for the Windy app only include “when in use”, “ask” and “never”. The option “always” (which is available e.g. for the native Weather app) is missing. So unless you actually open the Windy app manually, the data will stop refreshing, and the complication will keep displaying the last known temperature / weather conditions. Which kinda defeats the purpose of a complication - I don’t want to open an app to see the information, it is supposed to be showing on the Watch face on the complication.
So the fix would be to have the Windy app include the Always option for the location data usage.