Hey, welcome! Glad to hear about your new arrival - take lots of photos when they hatch!
My RB Milo is wearing his cape currently. It's nice, very silky-smooth. The rubber bands that it has to strap around the legs can be a little concerning, but I removed the top one to keep the fabric looser around his legs. I'll probably buy ribbon to replace the bands however, as that can tie the cape on and probably give a little more comfort of mind.
However, I do like it on him!
Dog clothes are fun and often let the legs be nice and free. There's lots of options too! Just be careful with overheating the belly compartment if your Pleo wears a dog shirt. A looser one around the belly should be fine.
Getting an extra battery would be good to have extra play time, but it is not a necessity. My RB runs for a good two hours-ish before he slows down, and he had been sitting in a box for 4 years after being manufactured! Personal preference, though.
I think some members here can create wings! Also try etsy, some sellers may make them for small dogs.
Good luck!