Hiya, no worries I'm no expert but I'm happy to help
The good thing about stockings is that they're cheap, so there's nothing to stop you giving it a try once you've built the frames to see if stretching them over the frame works
For the vocaloid set I think the top wing would be fine, but the long swallowtail point on the bottom wing might give you some trouble, it might not be wide enough to stretch a pair of stockings out.
Also, consider how the stockings are going to fit over your frame, you need to tie a knot to close them at the end. If you make the wing in 2 pieces (upper and lower) these knots will hide behind the headphone which is perfect. However if you're making the whole wing out of a single piece of wire the closing point might end up in a visible place. Which isn't the end of the world (I have a set like this) but it's something to consider.