Wing 2 is sold in the X-Shop for Goblin Points - at +15, full option, ready to wear or to feed straight into the Wing 3 recipe below. All seven classes are stocked, capes included.
Wing 3 is crafted at the Chaos Goblin using the classic two-stage recipe - but on FanaticMU the output is upgraded: a success produces a random class Wing 3 at +13 with Skill, Luck and full excellent options. Full recipes, materials and the honest success rates are on the Crafting page.
Wing 4 exists. It drops only from Uber Kundun on the hardest difficulty, at the same +13 full-option convention.