No.

You cannot, and will not, get wings from boxes, the exception being promotion boxes, which will only give you wings of that corresponding theme. Getting ones such as Dusky, Heavy, Regal, etc. from a box is impossible at the moment, outside of buying them from merchants and what they put on the auction house. Both ways will charge you through the nose, though. As for most expensive items in general that can be obtained from lockboxes, it's generally auras, halos, Extra small/tall height modifiers, prismatic accessories, and things along that line.