I have never transported a flutter pony with her wings in.
However, I have moved a LOT of delicate Ariel, The Little Mermaid ceramic and glass statues, snow globes, figurines, etc...with her arms and tail going everywhere with loads of intricate sculpted pieces. Tissue paper and bubble wrap are literally my best friends for moving. So if I was going to apply the same method to a flutter pony, basically, you would crumple up tissue paper into a nice fluffy pile/ball (not crunched tight, loose and fluffy crumpled pile) to support between the wings, and underneath each wing (3 fluffy balls to start, one under each wing and one in the middle). Then I would continue crumpling tissue paper all the way around the pony gently packing in pieces until I had a nice tissue paper ball. At the point I feel the ball is secure enough, then I wrap the whole thing a couple times over with bubble wrap. At that point it either went into a box with Styrofoam peanuts, or that whole bundle gets wrapped in a towel and packed in a box with other items (using the towel as buffers between wrapped bundles). This method has worked for me through two moves. You do use a lot of materials though. The last thing though is that I NEVER let the movers take my collections. Those go in the car with me. We have only made small moves though, so multiple car loads over a week or so verses a out of state or cross country move.