Might sound obvious, but vanilla Daedric armor would probably go with either set of wings. It's not symetrical, but there is a mod to fix that. Falmer armor might work too but it doesn't cover much. Maybe nightingale?
Ah you know, it could go good with that. Maybe falmer too. I'll have to give that a try.
Also, I will probably abandon the diablo transformation, it probably isn't the most fitting thing in Skyrim. Granted, I've seen worse. Someone put in the predator (alien vs predator)...into Oblivion. No joke.
I'll keep it though, it was removed off the Nexus really quick (within 30 minutes of being uploaded). But maybe it was how the screenshot came out...but the Diablo does look really out of place. Too hard to come up with a story behind it, and I think all the screenshots would look photoshopped with it used. I can't imagine a scene where it wouldn't.
I think I can come up with a much better story with a more neutral character, using those ice-looking wings (or maybe even a neutral/sort of dark aligned with the demonic wings). The blue wings seems a bit more fitting in Skyrim, since it is a cold place. I'll see what I can find with the other wings as well, the more demonic looking ones. See what both like with various armors. Personally, the ice/blue wings or whatever you want to call it, looks better with how I imagine my character to be, and more fitting.
Also, your character's story is rather good. I like it anyway. I'm guessing a jack-of-all-trades sort of character?