Sympathy for the Goddess - S2-E17
Plot hole: Charlotte tells Chloe that she was talking to the man on the phone when she hears gunshots. Being a veteran detective Chloe should have noticed since the man's gun was in his pocket (Chloe comments that his phone was found on him) that he couldn't have been using it when he was shot, therefore Charlotte was lying. Yet she never realised this.
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.