Lucifer, Stay. Good Devil. - S1-E2
Stupidity: It takes an awful lot of pointless visits and oblique thinking to simply investigate the known (and apparently only) collaborator and protege of the suspect, who also was on the crime scene. You'd think interrogating the business associate would be standard procedure.





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.