After receiving the Wings of Daidalos, the next set of wings will likely be from defeating one of Typhon's lieutenants. One is found at the end of the second part of Phosphor's questline that takes place in the Forgelands. Another is found south of the Gates of Tartaros, in the Valley of Eternal Springs, close to the border of War's Den. There are a total of 18 sets of wings (including the default) to obtain, and some require multiple steps and/or are unlocked near the end of the story. Lieutenant fights are no joke early on, and I would recommend playing through the Phosphor questline if you are looking to obtain this quickly.