What you might want to consider is to make the wings out of PVC pipe. Use a heat gun to melt and bend where needed. Run a simple strand of Christmas lights through the pipes. cut holes for the lights to pop out of. Using a cast resin/mold kit, make the crystals with a "hole" in the top for the lights. I believe that you can also get a pigment to add to the casting resin for the different colors which will add to the effect. Make the holes in the pipe and the top of the resin crystals to fit together, and glue them in. Add a "plug" to the end of the pipe. Also you want to make sure that you do not seal up the pipes permanently so if you need to change your lights out you can.
You are going to want to make a body harness for these wings and an area for a battery pack.
However traditional Christmas lights eat batteries like no body's business. Go with an LED strand of lights. They take less to run.