Kinetic energy transformed to mechanical energy. The object that is being rotated by the wind gains kinetic energy and the motor, that is connected to the rotating object, gains mechanical energy.
The mechanical energy gained will be transformed into electrical energy once the set up starts to be used for generating electricity.
Red shift in the spectrum of a star is always taken to mean that the source of the light is moving away from us.
That's the whole basis for the notion of the expanding universe, since we don't know of any other mechanism that can shift light toward longer wavelengths.