I actually managed to paint something today, and K said I should put it here.
The idea is that the fine fluffy hairs at the base of the wing would extend down the inner line of the trapezius. (The wings look mothlike, but the actual structure presumably has more in common with birds if it has to hoof all that weight, magic or no magic. The primary flight muscles are probably located in the chest, not the back.)
Wingless fairies have the same line of fluff. It can be anything from the same length and thickness as that of a winged fairy to very short and sparse, but there’s always a little fluff there.
The fluff- however much there is- is the colour their wings would have been.