Winnowing is not 100% effective. In fact, in some cases, it's pretty darn ineffective. You will always have some level of shell material in your nib. And your prewinnowed stream always will have some nibs in it. Meaning that some % of the nibs would come into direct contact with any foreign material (in this case, pnuts) - so removing the shell, even if it were 100% effective, wouldn't guarantee a soln for contamination.
Of the two companies you mention, one makes chocolate, one does not. We can throw out the company that doesn't make chocolate as they really have no feel for what's involved, and are making assessments based on the information they have (incomplete). It's a bit like me selling used cars and guaranteeing the previous owner(s) never took it on a trip longer than 30 miles - i have no idea. I can provide you a statement to that effect, but it doesn't mean it's true. The other company you mention doesn't really have the technical competencies to provide an accurate assessment (sounds harsh, i know, but most companies fall into this category. not meant to be harsh).
Regarding the challenge study - what size was the sample tested? How many studies were done? On multiple lots? Over extended periods of time? What was the test used and it's minimum detection level? Are you certain that because the test didn't register above the minimum detection level that it's not present at slightly below the detection level? When a given lot does test positive, what are the appropriate clean-out and flush procedures to guarantee 100% elimination of any residual proteins? Are you confident they even can be removed 100%? And now we're back to the threshold of detection level question - if post clean-out it's not detectible by the assay, does that guarantee it's completely gone, or just that it's below the detection lvl of the assay - but still high enough to kick off the IgE cascade?
I've spent some time on the allergen issue (not just nuts, but dairy and soy as well), and know the answers to the above questions. It is my professional opinion that it is simply impossible to guarantee - with any level of validity - the absence of nuts in chocolate. A written statement by a company to that effect is simply reckless.