Im trying to jump over the wall to get behind the Thalmor embassy, but cant seem to figure out how people use whirlwind sprint to jump. It always just runs me forward into the wall. Ive tried:
1. looking up - just moves forward
2. jump before shout - shout hotkey seems disabled until jump completes
3. shout then jump in mid run - jump seems disabled till shout is complete
4. stand on stairs or shortwall - runs me into the wall

I know theres a way because ive seen people say you can use it to jump other stuff too, but nothing Ive tried seems to have a jump effect. I hate to have to go buy a horse to do this.

It doesn't let you jump AFAIK.
I suppose if you sprinted off a cliff with it - that could be considered jumping.

theres videos on youtube that guide you through it. the one i watched is called 'Skyrim Glitch get back into the Thalmor Embassy'.

When using that shout you are thrown forward, so you must must be at least at the same height of your destination point and higher than any posible obstacle you can find in your path. I indee tryed entering thalmor embassy this way before getting the quest and left it frustrated and with the impresion it wasn't posible. As it seems someone have actually done this, it seem I was wrong but it surelly it can't be made in an intuitive way (I tried a lot, finding even a place where I should have entered the enbassy, but apparently an invisible wall avoided my entrance).

That method sounds like its using an exploit. Was hoping to use the normal mechanics of the shout, if shout helped to jump higher in some way.