More cloths. Those are the same as the lower ones after some editing.
The chains were modeled aligned to and axis and after adding some bones I could move it the way I wanted. I used a push modifier to make them look better after smoothing.
For the feathers I used alpha channels. I found this one to be the best method if you use good maps. I used some wonderfull maps that came with a tutorial I found on internet (I have the files but I can't find any reference to the author, so please, excuse me for not giving the proper credits here. If anyone can help, please mail me and I'll fix it (jhotun[at]gmail.com).
The diffuse map for the feathers was just a very soft brown
I used a reference that allowed me to put the feathers in place without going too much wild. Later, I'd use ffd modifier to change the main shape, but at this stage I needed to start seeing where I was going to put it all. This is an important part, because later there will be too much polys on screen, and selecting objects for fixing will be harder.
Using the viewport transparency is a good idea to preview it all without renders, but be careful if you have ultrahigh maps and a low-end computer. With this method you have to put lots of planes to make it look believable, if not, it could end up looking too thin. Almost every feather should be placed by hand.
One trick I used was to attach to an editable poly groups of feathers so I could use soft selection to move and align several vertex at the same time without too much effort. After several layers the wing are complete.