In Jiha's case, she needs to wear brown or black contact lenses to hide that she's a demon while Hyunjin doesn't since his eyes can change its color to brown.
And by killing their real parents, it means that Hyunjin's guardians who many people thought are his parents, are not his real parents.
Same as Jiha, her mom and dad who died, aren't her real parents either.
And nope, devils don't have wings, nor angels do. The only difference they have is their belief.