The phrase "wings of disappointment" suggests that Mr. Yates is experiencing a profound sense of loss or sadness, likely due to an event such as the dowager's death. However, it also implies a sense of movement or transition, indicating that he is arriving at a new place or situation while still carrying that disappointment with him.
Given these interpretations, the best choice that aligns with the meaning of the phrase would be:
A It conveys the lasting impact of the dowager’s death.