After Lucifer shoots Bobby with the puppet, Ella says the bullets had to come from different guns as one is a .380 (ACP) the other is a 9mm. However, the bullets for these two cartridges are identical, only the casings are different. In fact, at one time the .380 ACP was sold as the "9mm short."
Seeing the wings would affect people because they are proof of divinity and the shock is what causes the problems. Linda is already well aware of the proof of divinity so no shock, which explains why she was not affected.