Balloons don’t carry such instruments, but they do experience airspeed. Balloons can climb and descend at over 500fpm. We experience vertical “wind” at those speeds.

Balloons are tall enough that the envelope can be above a wind shear, while the basket can be below. I’ve experienced 15kt shears, enough to deform the bottom of the envelope into a “question mark”.

On most flights, pilots will experience 5-7kt shears at certain times.