That is correct, wood sprite wings do have chlorophyll in them facilitating the photosynthesis. However, the extension is not also true. Leaves change color in autumn because they slowly stop producing chlorophyll, so their natural colors begin to show through until the green is gone. However, wood sprites don’t stop this production. That’s where the big differences between their wings and real leaves show through; real leaves eventually die off because of the winter months, and not pulling in enough energy is a part of that. Wood sprites must keep their wings, of course! 🙂
That said, if a wood sprite’s wings did stop producing chlorophyll for some reason (sickness, for example), then their wings would look grayish. They don’t have other pigments in the wings hidden by the green.