Bird wings are made mostly of feathers, and there's about a million articles out there on that subject. Bats, on the other hand, have wings made largely of skin and bone. These are flexible, giving bats incredible flight capabilities, but extremely fragile: a paper cut would rip a gash through them.
What I'm trying to figure out here is fairly straightforward: could a creature have working wings (meaning here that they would allow the creature to fly under its own power) made up primarily of keratin? If so, what would be the major benefits and downsides? More durable wings seems obvious to me, especially if they end up like pangolin scales, but that wouldn't be the only effect.
For the purposes of this question, this needs to be a biologically plausible creature; picturing a modified bat is convenient, but you're free to imagine something else if you prefer, even a dragon! Although not strictly necessary, bonus points if the answer also covers how evolution might lead to developing these keratin wings, and double points if the whole creature ends up armored like a pangolin wings and all.
Edit for clarification: I didn't mean "keratin" in the sense of feathers, since I'd managed to forget that particular fact (quite embarrassing). I was picturing more of a bat wing, but something harder and solid, either in scales or as a single piece. I am aware that this comes with a weight cost; if it's flatly unfeasible (not just more energy-intensive, which would fall under disadvantages) for a creature to fly with such wings, that does (regrettably) qualify as an answer.