Lucifer! Lucifer! Lucifer! - S5-E2
Character mistake: Chloe and Lucifer are sitting in Chloe's police cruiser staking out a suspect's car, and they get into a pursuit with the suspect in his Porsche. Chloe's police cruiser had no police lights or sirens blaring during the pursuit. Plus they are in a heavily populated metropolis; doesn't make any sense why they wouldn't have their lights on. It's standard police procedure to alert other drivers an emergency vehicle is on route, so they can yield/pull over and take care. (00:22:20 - 00:24:00)
Answer: It's Lucifer's blood from when his wings got hit by the bullets. As Lucifer spreads his wings, they're white, and before he wraps them around Chloe, you see a bullet hit his wing above his right shoulder, and the spot turns red. After that, he continues to get shot in the wings before fleeing.
Bishop73
Agreed. His wings take damage and "bleed" similar to how he bleeds when Decker is around.
Ssiscool ★
If they were normal bird's wings, the lower part where there are just feathers should neither bleed like that nor be able to stop bullets, but they are angel's wings, so they behave differently.