Wei Rong,
Wow, your really changed up your question. Now, I have to agree with the contractor. If your entire plant or unit is rotated as seems to be your case now, the wind should be run with the directions normal (perpendicular to) the pipe. This is the most conservative, there is no need to run N-S or E-W wind if you don't have any N-S or E-W piping. If your pipe is modeled skewed to your CAESAR axis, then you can get the correct wind directions with direction cosines.
Most plants that don't sit square to the world establish a 'Plant North' or 'Unit North' and drawings are based on that so at least the drawings are square.
I didn't comment on the PDS situation because I'm not a PDS expert but I have seen the way PDS treats skewed piping. Ouch! If your whole unit is like that, I feel for you.
Good luck,
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NozzleTwister