The wings debate always struck me as really pointless any way, given how swiftly they attacked Ungoliant, either they can port, or they have the ability to turn themselves into smoke or mist and ride the wind to whatever location they desire or otherwise propel themselves insanely fast and it certainly wasn't by flying. Plus you have older versions of the legendarium where they used winged Dragons as cavalry Targaryen style..so the wings were either vestigial and part of their "use our appearance as a psychological weapon "schitck or else it just meant their flaming smokey aura?