Ah, the curse of old links!

Text: [link]
Video: [link]

The pictures are missing from the text one, but the video she did is of the same pair of wings so you can kind of piece the two together

(I didn't write this tutorial so Emilie Autumn gets all the credit for sharing how to make these awesome wings with the world. Just realised that wasn't clear from my deviation description, oops!)

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.