I would go with strappy heeled sandals (Which you can get on sale right now at most stores since school clothes are in).
Here's some examples of shoes:
And for the "Thigh High Parts", I would use craft foam and elastic and velcro! I would velcro the top portion, and mold the craft foam (front pieces) and glue muslin to the back, and stitch the elastic to the muslin (prior to gluing to craft foam). Glue the pieces together at the bottom and make sure there is enough give to bend between each, you could also get away with not gluing.
Some shoe style options: