Those were the main ideas for the cat, I think the one on the left would also look quite interesting for a final render idea.
I started directly in Zbrush with a sphere and dynameshed it to get the general cat shape. At first, I wasn't focused on the wings at all and connecting them and I just tried to get the cat anatomy right, which took a lot of trial and error. Looking at real sphynx cats, they are very different from each other, some are really tall and slim and others small and wrinkly, so I tried to find a balance between those. Also, I chose to simplify the shapes in some areas, like the feet and ears, and just tried to get the main shapes across without all the very small details which are present in real life (since the feet won't be main focus anyway). My main focus was getting the head right since that's the main focus and it's very distinct for sphynx cats.
After I got something resembling a cat shape I added the wings. I was looking at bat wings as my main references (since I thought that would fit well for these types of cats). I made the main shape of the wings as planes in 3ds Max because it was easier and quicker for me and then brought that to Zbrush, added thickness and connected that to the main body with dynamesh and then Zremeshed the body. I detached the head from the body to be able to sculpt on it more easily and because the neck will be covered by a collar anyway.
After I had these in place, I started defying the shapes a bit better and getting in some details. Probably the most challenging part of the anatomy were the feet and it took some time to get something acceptable for them.
Also, I wanted to keep the brush strokes quite visible, since they would blend well with the wrinkles and would give the body a more fleshy look.
I started adding the wrinkles only after I was happy with the main shapes and made separate layers for all of them so I could change them easily if I needed to. Sphynx Cats can be both extremely wrinkly and not have that many wrinkles at all, so I tried to find a balance with those and only have them in some places where it would make sense.
Later, I added the claws too and remade the spikes on the wings. I wanted to add whiskers too but I read that not all Sphynx cats have them and in most pictures that I found they didn't have whiskers. For the collar, I made an ornament inspired by the illustration I had found as a concept since it was matching the theme of my characters too and it would look nice.
I also added some surface noise to make the skin a little bumpy.
This is how the sculpt turned out in the end, I could have added some smaller details like pores and veins too but I will leave that for the texturing part. It took me an entire week to get to this stage but I prefer to move on now and make changes at a later time if I need to, since I want to finish this character as soon as possible and then spend the remaining time before the deadline polishing everything and working on the final presentation.