It's still very open to interpretation and personal opinion. But the wings are clearly a reference to being dead like in old looney tunes cartoons where characters ascend like angels, only in this case the kat tribe can't ascend as a result of being cursed from Margrel's actions. Whether or not this curse was a side effect of Margrel opening that apparently holy book with bad intentions, or if the book itself was booby trapped in such a way to prevent using it for evil, no one knows.

In my opinion, they were probably similar looking enough to spiral knights that you could take something like kat eye cowl + blizzbreaker armor + white cat tail (divine?) together to get an approximate estimation for what they looked like. The ghost form isn't a reliable appearance to go by since it's only half of what makes a kat a kat; their soul, and judging from the many different forms these kats take (possibly depending on how negative/vengeful they are), it's a flexible appearance.

Personally, I think the cat tail accessories work as evidence to their appearance since I can imagine the little ring bell near the end of the tails working as a sort of training device to teach young kats how to move stealthily without making any noise except for special occasions like ceremonies and the like.