Leaving aside the commons on originality, the way the wings are laid out makes Venge look like a peacock, and the large amount of red is a bit offensive to the eyes. It's otherwise not bad though.

As previous guy said, there is indeed a very similar set, which only differs in color.
http://dota2.gamepedia.com/Blessing_of_the_Crested_Umbra

This one is not only unoriginal, it also breaks color scheme.

While you've done a great job, I must throw in some criticism here. The overall design and aesthetic of this set is not all that original. There is another Vengeful Spirit set with a very similar design (Vestments of the Fallen Princess I think it was? There are two with 'Princess' in the name, so it might be the other one I'm thinking of). I don't think there's anything particularly wrong with that, but I would also not be especially pleased for Venge to become like Crystal Maiden, with over a dozen near identical sets.