What Would Lucifer Do? - S3-E4
Other mistake: When Lucifer grabs Amenidiel's phone and is supposedly typing on it, he's holding it upside down. (00:06:25)
The Angel of San Bernardino - S3-E20
Other mistake: Lucifer's obsession with Bones is highlighted here when he confronts someone as a killer only to realise it's because he's an actor who played a killer in the Bones episode Intern in the Incinerator (a role Scott Rinker did play in real life). Kevin Alejandro (Dan) and Aimee Garcia (Ella) also played roles in Bones, which Lucifer never comments on. In fact so did Jeremiah Birkett (Lee Garner, "Mr. Said Out Bitch").
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.