Lv.2 Wing

For Lv.2 Wing you are going to need Loch's Feathers, you can find them in Icarus. To get there, either craft Lv.1 Wing or buy a Horn of Dinorant from Lorencia bar.

Lv.3 Wing

For Lv.3 Wing you are going to need Condor's Flame, you can find them in Crywolf Barracks (same place you got for evo3), should be fairly easy to get!

Lv.4 Wing

For Lv.4 Wing you are going to need Garuda's Flame, you can find them in Swamp of Darkness. They are fairly rare so keep your eyes open!

Lv.5 Wing

For Lv.5 Wing you are going to need two items, Golden Sentence (Crest) which drops in any Deep Dungeon map and Uriel's Feather which drops in Ignis Volcano