Let me explain.

In some areas you have to collect some wing pieces but also you need a way to get out in order to avoid getting stuck. Even if you use the rewind song, you will go back to a previous checkpoint but without saving the wing pieces you just collected (until you can get to another checkpoint AFTER you get them). I was trying to figure out how to get these pieces while thinking how to get away as well.

https://youtu.be/KsosBmBxwEQ?list=PLInYXducqBTvGfnkKyv7OCyLKScHFbR2v&t=720

This is the right way to do it, and I had already figured that one out. The thing is that before I attempted to solve the puzzle, I went inside that area without the means to leave, and thus I became stuck but not before I collected all the wing pieces. Now, instead of rewinding to a previus checkpoint I just exit the game by going to the pause menu and hold the exit button for 2 seconds. Then when I restarted the game I wasnt put on a checkpoint but outside the world map. I went back to collect the wings, but they werent there anymore. This means I effectively used an exploit in the game with the exit button and the way the auto saving works.
I dont feel bad that I "cheated" because I already knew what to do, but still this is something that I doubt was implemented by the devs by default.