A DragonFly
An example of insects with hairy wings are caddisflies. They are closely related to butterflies and moths and actually have two sets of hairy wings.
Two sets fo wings (four total) and three sets of legs (six total). The prothorax carries legs, metathorax legs and wings, and meosthorax legs and wings. Not all adult insects have two sets of wings, but they all have six legs. Other arthropods have different parts all toghether.
two sets of wings
Without knowing in what part of the world this was seen it is not possible to say exactly what species it is. But there is no insect I know of with two sets of wings that are not on the same thorax. What I think you have seen is two insects mating, joined tail to tail, and I have seen pairs of insects fly in this configuration.
ladybugs have two sets of wings
A Dragonfly has 4 sets of wings
An airplane with 2 sets of wings is known as a biplane.
It sounds like a hornet
Yes. Crickets have two sets of wings like most insects and are of the insect order Orthoptera. The forewing is shortened and leathery, known as a tegmina, and acts as a covering over the larger membranous hind-wing.
The boxelder bug is a black bug whose wings are orange-striped in the shape of the letter "y." The insect in question (Boisea trivittata) sports two sets of wings, with the upper set being edged in orange.
fat white wings
a dog