Air carrier Captain reported severe turbulence and a wind shear encounter while on initial approach to a non-towered airport with thunderstorms in the vicinity. The pilot performed a go-around and returned to the departure airport.

Narrative

A line of cells had passed through ZZZ earlier that morning; but ZZZ was improving. The line now covered PGV but was in the process of moving through. Wind was gusty but directly down the runway there. PGV was an uncontrolled field. My expectation was that the line would have substantively moved through the area before we arrived; and radar plots indicated this. We departed ZZZ for PGV after a half hour delay.En route to PGV we encountered moderate turbulence. Radar showed no active cells in our route of flight. As we descended and entered IMC the turbulence increased significantly about 35 miles from PGV. We had set up for the ILS Runway 20; and were direct to IAP KENIR; in descent to 2100 ft to begin the approach. As we neared KENIR; winds increased and were approx. 180/95. Radar showed a cell in our path and we requested and received permission to deviate left of course to avoid it.By this time; turb was constant moderate to moderate plus. We extended about 8 to 10 miles outbound from KENIR in order to avoid the cell. After getting beyond the cell; we turned to intercept the inbound course; and tracked the FMS path of the localizer for the ILS Runway 20. Just before KENIR; I configured for landing and switched to tracking the LOC and armed the approach.Approaching KENIR; turbulence increased significantly. Radar did not indicate a cell; and the aircraft was tossed violently about. It was impossible to push buttons or manipulate controls; and aircraft speed ranged +/- 20 kts; altitude +/- 75 ft and heading +/- 20°. Had the autopilot disengaged at that time; I am unsure of the controllability of the aircraft while hand flying. It was extremely violent.While in this scenario; it was not possible to accurately/safely change the altitude pre-select or manipulate the other aircraft controls. After 25-30 seconds of severe turbulence; the aircraft captured the glide slope and began the descent. As we exited the cloud deck at approximately 1500 AGL; the turbulence eased somewhat. It remained rough; but was manageable and the winds were decreasing.At approximately 600 AGL; we received a fraction of a second 'blip' of red warning light and alert tone. It did not register as a windshear warning at first. Within a second; though; we got the full WS (wind sheer) warning. I executed the escape maneuver. During the windshear; we lost approximately 40 to 50 kts and about 200 ft. The missed approach as published requires a climb to 1600 ft and a right turn back to AQE; which is the final approach fix on the ILS 20. As we climbed back into the clouds during the escape maneuver; we re-entered severe turbulence conditions; except at this point I was hand flying the jet. I elected to continue the climb straight ahead; and continued the climb in order to maximize my altitude while in severe turbulence. I knew immediately that turning and holding as published in the missed approach procedure would place the aircraft in further jeopardy. The FO contacted center with our details and we requested vectors back to ZZZ.I elected to return to ZZZ out of concern for the mechanical condition of the aircraft after the severe turbulence encounter; knowing that a maintenance inspection was required. Due to the fuel used on the approach and the missing; we declared minimum fuel out of an abundance of caution and returned to ZZZ without further incident.Cause: Dispatch into unstable weather.Suggestion: Better radar systems may have given a more accurate indication of conditions on our route of flight. A further delay of several hours would have ensured the line of cells had passed.