Thanks all for the comments. As I said more photos coming soon (I would be doing it now but can't find my camera!)
Angelim (Furies) have Sanguinary Guard jump pack wings
Eroim (Flamers) have wings from the High Elf Silver Helm champion helmet plume - (http://www.letthedicedecide.co.uk/pr...e_Helm_HESH027)
Seraphim (Daemonettes) mainly have wings from the High Elf Noble set (http://www.letthedicedecide.co.uk/pr..._Wings_HEPR015). A couple also have metal wings from a Dwarf Lords helmet that I got through a trade.
The Seraphim bodies are Sisters of Sigmar from Mordheim.
Actually if anybody has any of the above spare wings or cherubs they'd like to sell/traden I'd be very happy to hear from you (I'm in the UK).