Actually this is very doable. Just make a zshpere skeleton of the bone structure, then in adaptive skin, crank up the Membrane Curvature until you see the nice arching membrane shapes between the “fingers”. You’ll need to manually pull the skin part all the way out afterwards, if you want something exactly like your image, but this will at least give you the proper base. I’m currently working on a model that will have bat-like wings and my tests at least showed this works.
ps: Probably you won’t want to have too many zhperes along the ‘fingers’ or the extremeness of the membrane curvature effect would be lessened i would imagine. Also since i only did a quick test of this, and can’t test it more in depth at this moment, there may be other settings to play with to get the right effect. But for sure i did get the shape the other day so yes it’s possible.
I’d post SS’s to help but i dont have Zbrush at work.