A Chance At a Happy Ending - S5-E16
Other mistake: After Amenadiel's necklace pin is removed, Chloe tells lucifer to get the blade, and he picks it up with the hilt still attached. But we saw in an earlier season that without that pin to hold it all together, the hilt just falls off.
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.