This has apparently been circulating for a while, but I just had it brought to my attention today.
It seems that insect wings did not start their evolution as limbs at all. In fact, it appears that they evolved from...gills. To me, that makes far more sense, given their shape and overall design. Where did the veins come from if they were legs?
Thinking about repurposing body parts is always good when worldbuilding and designing your aliens. So, this is a good one to consider.