The operation of transmission systems with large share of wind power is specially challenging under storm conditions. Under the stormy wind speed conditions, wind turbine protection system is designed to shut down the turbine to avoid excessive mechanical load. The sudden loss of wind power from large offshore plants is difficult to forecast accurately, which results in a large amount of power imbalance. The severity of such a wind power imbalance towards frequency stability needs to be studied for the future power systems. In addition, the overhead transmission lines can also be affected during storms, thereby increasing their probability of failure in the operation of power system under the islanded conditions. This paper investigates how the stormy weather can threaten the frequency stability of future Danish power system with large share of wind power and how to avoid the frequency instability through proper control and defence strategies such as high-voltage direct current (HVDC) control and load shedding. Sensitivity studies are performed for ramp rates of HVDC control, load shedding strategies, inertia of the system with different volumes of disturbances to understand their impact on frequency stability.