If there are load cases with the same Loading Type, the Eurocode Load Combination Generator will add these load cases into the same load combination which in some cases might be incorrect. I.e. let's say we have Load Case 3 and Load Case 4 set as wind load in opposite directions (+X and -X). Once we generate the load combinations by using the Eurocode Load Combination Generator, we will see that there are some combinations where Load Case 3 and Load Case 4 are included simultaneously, which is not realistic.
The Eurocode Load Combination Generator macro which is currently included in STAAD.Pro is not designed for considering load cases that should not be considered simultaneously such as wind in different directions. A Feature Request #849076 has already been logged to enhance this generator in the upcoming versions of STAAD.Pro.
For now, the work around is to only set one wind load case as type WIND and the others as type NONE. This will create the combinations for that load case, then set the second wind load case as WIND and set wind load 1 as type NONE, then re-run the combination generator, the set of load cases needed for that case will be generated. Repeat for the remaining wind and you will have all the cases needed. Alternatively, after creating the combination set for the first wind load, use copy/paste to duplicate this set of combinations and replace the reference from load case 3 (i.e. LOAD WIND X) to load case 4 (LOAD CASE -X) in this duplicate set. Again repeat for the other wind load cases if required, i.e. wind from Z and -Z. That will give all the required combinations.