I'd say it's fine? But I can see where someone who really wants to follow canon exactly might be hesitant.
Though there are - as Sinker points out - a number of other options to get a similar power set:
1) "Pure" changeling, as suggested by Sinker.
2) Changeling or WCV, with an item of power granting whichever ability set she doesn't naturally have. The item can, as usual, come from just about anywhere - a deal with a particular fae; an old family heirloom; something you found at an estate sale...
2a) A mask would be a good item to grant emotional vampire type powers. Jewelry in general could work well, too, particularly for the lust variation on WCV.
2b) Wings could just be wings. Or a cloak, or dress, or swimsuit, or other relatively obvious bit of clothing. Or perhaps even something like bracers or bracelets, particularly if the wings replace her arms when active. Note that if this item is explicitly running on fae power, it might be appropriate to have it also grant, say, glamours.
3) Scion "template", probably of something more akin to the standard demonic succubus type critter.
4) Emissary of Power template. Exactly what could depend; for an example, a fear based emotional vampire could easily be justified as an emissary of a dragon (or other large and supernaturally scary critter). A lust vampire would probably fit better under, say, Aphrodite. (Come to think of it... Aphrodite is married to Hephaestus, isn't she? Which would make it rather easy to justify mechanical wings as an item of power...)
Also, combinations of the above could work too; for example, a standard lust-based WCV might have gotten herself beholden to some sort of air-elemental Power, ending up with an Emissary of Power template (and wings thereto appertaining).
