I don't think what you're seeing are wings. I believe what look kind of like 3 independent sets of wings are legs folded in and other body structure. Probably not seeing the actual wings being in motion and mostly transparent. What is seen wouldn't be as well if they were in motion. There are no insects with 3 separately located independent sets of wings as it kind of appears (as far as I know anyway, biology background in a past life). Don't know that it's that specifically but something similar in body structure. Lots of different varieties, shapes, and sizes and found in the Southeast US. Could even be something like a praying mantis but their wings are more substantial with outer layers so I'd think that you'd see more indication of them even moving quickly.
You have your cam well tuned btw. Not much blur on that even though moving pretty quick. Just not close enough and in frame long enough to get a very good look. If you slow the video way down you can kind of see what look more like legs folded in at some points.
ETA: Probably going to stay in the same general area so keep watching and you may get another shot at it. I have one crazy looking insect that comes to one of mine almost every night lately.