Ok, firstly I'm sorry, this is going to be lengthy but I want to explain my thought process.

Secondly, I have not played in expert mode yet, so take this with a grain of salt.

Ok, firstly an easy one, the star veil is awful. When combines with the Master Ninja Gear, and used in fights where you are getting hit one of more times every second then it shines, but these fights are infrequent and often only the final phase of a boss fight will be hitting you that frequently (like say the last stage of expert EoC or the second stage of normal Duke).

Most of the time, even standing perfectly still, you will not want the veil.

Next, and argument to be made for mobility vs defense. This will change a LOT depending on which boss you are fight. For the mechanical bosses, you are not going to stand in place. Maybe the MNG + SV will be good for Destroyer, but the mobility will be far, far more valuable, especially as the effect of the flesh knuckles is worthless on him - unless you find that his adds are causing too much damage to your friends.

So switch out wings/boots for a defensive item when you see fit. The item I recommend is the shield. It is terribly useful both offensively and defensively, but for a tank I feel like an occasional charge is worth less than a 100% up time mobility.

That said, go with your gut. If you find you're taking too much damage in a fight, use your wings. If you find most of the time it's fine, just once in awhile you need to doge - like on skeletron prime, then I would use the shield.

Next, the worm scarf vs the flesh knuckles. I feel like this isn't a competition, i think hands down you should have both equipped all the time. You can switch out the knuckles when you're on your own but at this stage the secondary effect is extremely useful for your friends.

That's my 2cents, I hope it helps out and like I said, do what works for you. Don't let SV be a default though, it's a niche item.