An air carrier First Officer reported encountering weather at destination that led to a divert and a fuel emergency declaration; indicating the problem was not helped by inaccurate weather information in flight from Dispatch.

Narrative

We were flying a scheduled flight. On an approach to our destination airport there was a thunderstorm in the area and just as our destination Tower advised a windshear warning we experienced windshear. We executed the windshear go around and I called the Tower to let them know what was going on after we had everything settled. We were told a new heading and altitude. They informed us we would have to hold for 45 minutes or so to let the storm pass. We called Dispatch and advised them. We agreed to divert. If we had to hold for that long we would be at min fuel and would only have one chance to get in. So we got clearance to go direct to the divert airport and we declared minimum fuel on the way. While shooting an approach to the divert airport another thunderstorm was near and there was windshear and lighting advisory. We decided to abort the approach and we talked to Dispatch and agreed to go to a second airport where the weather was clear. We had to declare a fuel emergency on the way and had priority to land. We landed with no incident and went to a remote parking to wait for the weather to clear up in our planned destination. We stayed at the airport for over an hour and then our planned destination went on another ground stop. We were given a gate and let the passengers off. About an hour later we got clearance to leave and headed to our planned destination and then continued on to [original departure station]. If there are severe thunder storms all around the area we should carry more fuel for our safety. Also when being diverted we should go to an airport where there is no weather and not an airport where the weather may be a problem. Dispatch told us the weather was clear but 20 minutes later it was not. They should have sent us to the second airport first because the weather was clear longer.