Due to anime proportions, if you had the wings where they are, they'd be half coming out of your butt, which is probably not what you want. I would move them to the small of your back, right around your waist, instead.
You probably can't do a shoulder harness like with wings that sit higher. Instead, you'll need a structured, fitted garment underneath the dress that the wings can attach to. A corset-like garment would be fine. I've also seen Sardonyx cosplayers use kidney belts (used in high-speed motor sports to keep the organs from shifting under the force of all the Gs), which do much the same work, to attach the extra arms to. If you want shoulder straps to prevent it from shifting around, you can attach them to the waist garment, but they won't hold the rig up.
I'm assuming your current wings have backpack-like shoulder straps. You can probably add a length of sturdy wire to them (I'd have to play with them to know if they would need it along the length of the wing or just in the U-shaped middle portion) that has two prongs that stick down and fit into channels in your undergarment. You can cover this added wire with more marabou trim, though they'll always be there (the attachment needs to be sturdy in order to hold the wings, so I can't see any feasible way to make it removable), so that might make it harder to wear them with your other costume. You may need to make new wings.