I don't think your original premise was that bad, to be honest.
But if you want to have an explanation for why the ship looks like a winged ship, perhaps you could go back to Spelljammer, have the ship built on the Prime Material Plane and then have a group like the githyanki hijack the ship and take it to the Astral Plane. It could then travel from there to the Abyss and get sold or stolen there.
BTW: I like your moving wing sails. If you read the SJ novel Beyond the Moons, it has a ship with wing sails that smell like cooking meat when they catch fire. Maybe your wing-sails are somehow alive. Perhaps they have been harvested from a giant wyvern-like creature.