Commercial Fixed Wing
Flight Crew Air Transport Pilot (ATP); Flight Crew Commercial; Flight Crew Instrument; Flight Crew Multiengine
Distraction; Situational Awareness
Deviation - Altitude Overshoot; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter CFTT / CFIT; Inflight Event / Encounter Weather / Turbulence
Flight Crew Took Evasive Action; Flight Crew Became Reoriented
Human Factors; Procedure
I was the pilot flying and we were heading directly for OLONE expecting the RNAV 20 Approach into OGG 20. Approach changed our approach to the VOR 20 and put us on a vector inside KRANE intersection to avoid a buildup that was over KRANE. My First Officer quickly loaded the VOR OGG 20 Approach and we performed a quick brief of the approach. We were cleared for the approach behind [another] aircraft. We were in IMC prior to MIKEY intersection and received a windshear alert which we both noted; and continued on the approach. We both noted instruments were cross checked with no flags and continued past MIKEY. Visibility was low with rain which created the illusion of being high on the approach. With the field now in sight I selected vertical speed down 1000 feet per minute. The altitude window was spun to a higher altitude. We descended below MDA of 400 feet and received a 'Terrain; Terrain' alert from being low. I added power to regain altitude above the MDA. We maintained visual of the runway and landed. We failed to catch the altitude had been spun to a higher altitude which caused us to descend below MDA.
Air carrier Captain reported descending below the MDA and a terrain warning while on approach to OGG.