The Good, the Bad, and the Crispy - S2-E18
Continuity mistake: When Lucifer is sending his mum to her new world, he is standing for the whole scene. They show a shot of Charlotte collapsed on the beach, and in the same shot, you see Lucifer on his knees in the sand. The very next shot, he is standing again. You only ever see him fallen on his knees when time starts back up again and the detectives realise where they are, which is a bit later. (00:37:25)
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.