Typically, you can do almost anything if it's within the game enginer/XML supported values. And even more with DFHack.
Can I make a vertebrate humanoid creature with chitinous wings?
You will want to create a different body detail plan, i.e. VERTEBRATE_TISSUE_LAYERS_NOWINGSKIN or something, and modify this line:
[BP_LAYERS:BY_CATEGORY:WING:ARG4:25:ARG3:25:ARG2:5:ARG1:1]
into this line:
[BP_LAYERS:BY_CATEGORY:WING:ARG4:25:ARG3:25:ARG2:5]
As you see, by removing ARG1:1, you no longer cover it by skin. You may also want to remove ARG4/ARG2 if you don't want bones/fat in the wings.
After that you can add the chitin material and tissue to the creature definition like this:
[USE_MATERIAL_TEMPLATE:CHITIN:CHITIN_TEMPLATE]
[USE_TISSUE_TEMPLATE:CHITIN:CHITIN_TEMPLATE]
And layer your wings with it:
[TISSUE_LAYER:BY_CATEGORY:WING:CHITIN:ALL]
2. Look at the way the fingers are covered in nails. You can create a custom bronze tissue and layer the front of wings the same way (bronze colossus as example):
[TISSUE:BRONZE]
[TISSUE_NAME:bronze:bronze]
[TISSUE_MATERIAL:INORGANIC:BRONZE]
[MUSCULAR]
[FUNCTIONAL]
[STRUCTURAL]
[RELATIVE_THICKNESS:1]
[CONNECTS]
[TISSUE_SHAPE:LAYER]
Layer your wings in the front with it (if you don't specify the FRONT, it will be like full cover bronze armor):
[TISSUE_LAYER:BY_CATEGORY:WING:BRONZE:FRONT]
And then create an attack with it, similar to scratch:
[ATTACK:SCRATCH:CHILD_TISSUE_LAYER_GROUP:BY_CATEGORY:WING:BRONZE]
[ATTACK_SKILL:GRASP_STRIKE]
[ATTACK_VERB:slash:slashes]
[ATTACK_CONTACT_PERC:100]
[ATTACK_PENETRATION_PERC:100]
[ATTACK_FLAG_EDGE]
[ATTACK_PREPARE_AND_RECOVER:3:3]
[ATTACK_PRIORITY:MAIN]
That would make it permanent though, for each race. What you could do with interaction, is to create custom castes and transform one caste into another. There may be a better way, this is just the first idea.
3. Yes. Meph's Warlock mod utilizes it. However it would be easier to turn existing caste members into new castes rather than "spawn" them. The biggest problem is that if you create an interaction to spawn a creature, there's no sure way to force your creatures to use it. That's the problem I've got in my Dwemer Fortress mod: I wanted to make an interaction which briefly gives ability to spawn dwarven automatons, but the dwemer simply refuse to use it even though they can. You can spawn creatures with DFHack though.