This character has a set of dragonfly-like wings. These are not normal for her species, and would normally be something of a birth defect requiring amputation. But through liberal application of Clarketech and handwavium, and lots of training, she's kept them and kept in shape to use them.
However, they're nowhere near big enough for unassisted flight in Earth-like conditions. They cover an area between 1 and 2m2 (I'm leaning toward 1.25m2, but 2.5 is not out of the question). Even if she runs twice as fast as the average Earthling, that's still not enough lift to fly. Could be useful for roof-hopping or cliff-to-valley shenanigans, but that's about it.
But eventually, the stars align such that she winds up on a not-so-Earth-like planet (more of a moon, really), needing to grab another person and fly to safety. Or away from immediate danger, anyway. It's not a very safe planet/moon in general, what with all the vulcanism.
The planet is something like a larger version of Io, with a thick atmosphere. The setting contains handwavium that allows the characters to carry around a breathable air supply without adding significantly to their weight. If there is no way to get reasonable temperatures, protection can be handwaved up as well, though that might add more weight than the air supply.
According to my shady calculations, she should be able to pull this off if she can get up to around 15m/s, if the gravity is 20-30% that of Earth, and if the air density is a Titan-like 1.5× Earth.
My question is: can a world like this exist, and if so, are there limitations, instabilities, etc that must be accounted for?
The planet or moon should be geologically active (preferably through Io-like tidal forces, but this is not mandatory), with gravity and atmosphere suitable for this character to fly with a human-sized payload. Combined mass of chars should be somewhere between 110 and 130kg. Bonus points if the temperature is in a tolerable 0-45°C, but this is not required.