Continuity mistake: When Maze says goodbye to Lucifer and takes off on her motorcycle, the cars around change. You can see 2 cars parked with a car next to it with its blinker on. Then there are 3 parked cars and the end one has its hatchback up. Then as she drives off, it's a van. In the next shot the van and hatchback are gone.
Continuity mistake: The squiggle that Lucifer draws over "Become God" on his checklist changes between shots.
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.