Take a cart.
Put two long tracks along the same axis as the axles, one fore, one aft.
Put a sail at an end of each of those, one on each track, one on the left one on the right.
As the wind blows DDW with respect to the cart create enough friction between the sails and the cart such that the sails both push the cart and push themselves along the track.
When each sail reaches the end of the rail, turn it around.
Hey presto. There may be
engineering problems that would make this approach impossible, but as this is a thought experiment I don't have to worry about them.
(I have a better one about a planet sized, Rama shaped world covered in water, but I haven't quite worked out the details yet.)
If it's possible to go downwind faster than the wind then it's possible to go directly downwind faster than the wind.
ETA: It's just occurred to me that the final part of this thought experiment is to loop the rails all the way around so the sail doesn't have to stop and change direction...