Don't worry about the wings, you can trade them for crytals when you get get 3 or more.
I never heard of a group chasing you into the town square before. That is not bug though, if you play the game as intended you would only worry about getting the stuff when you can defeat them
. I can't imagine what group that is, you should be able to defeat them I suspect. Just buy all the troops you can and kill them. When you right click on the enemy, how strong are they?