I think the simpler problem to solve is the second one. Go with a character movement component. The capsule doesn’t need to be precise for movement, unless you want the wings to obstruct movement - then it gets complicated! Better to avoid that if you can. If you can’t encapsulate the full body and wings, then it will mean you may end up with for example, the wings clipping through the visual mesh of the environment or other characters. You may get away with it just fine unless you’re aiming for high fidelity. It’s a compromise between aesthetics and performance.
Moving an enemy pawn to the player is going to be easier and more robust using a capsule than any shape besides a sphere.
Hit detection is a separate problem. You can add multiple collision shapes to define your character’s collision geometry for performing hit trace tests against. Boxes and spheres are typically used to approximate the visual mesh, and are attached to the character’s skeleton (bones). This enables them to animate with the character and allow for detailed hit detection regardless of animation pose. So enclose and attach some collision shapes to the wings and arrows will appear to hit them, voila!