Well, we had seen Xander express distress and jealousy when the girls he liked or had previously been involved with had moved on. He wore his jealousy for Buffy like a coat for about 3 seasons. He is visibly upset, often times angry, hostile and resentful towards her relationship with Angel... actually with almost any man that showed interest in her. He is also visibly hurt by Willow asking for Oz when she is in the hospital in Becomng Part II. He doesn't like the idea of Willow and Oz doing a "half Monty." He later struggles with Cordy moving on and is visibly annoyed and upset when she shows interest in Wesley.
So, all in all, yes I do think Xander would be upset. I don't know if it would show in the same way it did for Willow, but it would mean something to him if he found out Willow had left him behind in that aspect of her life.
I think the specific relationship between Willow and Xander would feel these growing pains the most because for the majority of their lives they were absolutely everything to each other: friend, pseudo-romantic partner, family. They belong to each other, it's hard to not feel a loss when a part of your person moves out of your grasp, even if you don't really want that part.
All the examples you stated happened well before 'Consequences', and the difference is Willow is now in a
relationship. and has been for some time.
I just can't see Xander getting jealous of Oz, if in 'Amends' He and Willow had chosen to have sex, it makes no sense.
All the Xander getting jealous of people moving in on Buffy is simple- he has a
huge crush on Buffy, thet's still in evidence right through to S6. Hie feelings for Willow are more...protective in nature, he doesn't want to see her hurt by some guy. But Oz isn't just 'some guy'.
Look, the writers had Willow/Xander kiss, have feelings develop and then break up, Willow then moved on, she seemed very happy going back to Oz, so no, I don't get why she's upset, except for the fact about
who Xander slept with.
I mean, for all Willow knew Xander and Cordelia could have had sex, that's actually a fair assumption, (and one I shared rifght up until 'The Zeppo', but I guess they were just rounding the bases...) so its not a 'he could've been my first' feeling.
It's just insecure jealousy - 'Faith's going to take my friend away' rubbish, just like with Buffy.
Willow even says this during one excchange:
WILLOW: I'm not the most objective, I know. I kinda have an issue with Faith sharing my ... people.
That's why Willow hated Faith first, and longest.