oh wait, it won't let you do things in the save/load thing won't let you do stuff that the current picture does do? Or is the picture illustrating impossible things?
My guess, is the unique hair might break, the next thing is wings might break, and lastly the pattern and bridal skirt.
These guesses are totally random, I dont' actually know what might not work, everything looks like it would check out in my mind, and I probably could recreat your costume if I needed to.
The costume system won't fully load files that include assets in the game but closed for various reasons. Legacy costume pieces for example. It [u]will[u] display those files during the load screen, it just won't pass you on to the next step. The costume in the picture is impossible because it includes three things that the game can and will render, but that the tailor screen objects to 
. It's a weird bit of overlap between demorecord and live.
You got one of them - those wings are much bigger than normal. They are the male angel wings.
I've got soo many legacy costumes I go into the costume creator and I lose like half my costume!
my favorite legacy costume combo is Cat ears and pointy ears, yes, I made elvenish catgirls, unfortunately I've lost a couple of those legacy costumes and it makes me sade.
Oh, and another favorite illegal costume setup I love are the quarter twist skirts. I have a couple of toons with them and I love them, too bad I didnt' do more skirt twisting when they had that bug.
P.S. the wings look good on you 
The baggy shirt pattern on the upper body looks like tights, and it looks like the accessory on the V Day hair is tinted.
Yup, that is the second thing. The baggy shirt patterns (tunic_01 and tunic_02) both look quite good laid over the tights geometry. It's one of the 'it'll only take a second' costume requests I've put in Jay's thread .
The hair is just plain old Valentine hair. The last tweak is really subtle (it reverses one of the unanounced and unwanted changes that annoys me the most 
).
With a hint like that I'd guess thigh high boots but those look like tights, so I'll go with "shiny tights" option on the lower leg/boot? Because that's annoyed me before, I like the shiny tights look but you can't match it with "tights" style boots I don't think... though I can't remember if you were ever able to do that either....
my lil RWZ Challenge vid
Heh. I tried a number of things to get it to use a shiny tights pattern on the boots and/or gloves. No joy. That asset just doesn't exist, although it seems like it should be trivial to included it. I've pestered Jay about it about every other month and no joy. I have no idea what cosmological horror they are staving off by not finishing the set, but there you have it.
No, this change is older than the thigh high boots suddenly turning into leather socks. And sadly it went into effect with even less fanfare. Possibly because it only affects characters with skirts.
Youve got me curious though. Now I'm gonna have to find out if the old thigh high boot geomtry is still in there. I think it's flat-out gone .
Well, the new costume save and load options will almost let you do 3 impossible things before breakfast.
Nike Tweaked
Guess what three things are in this picture it won't let you do...