Exaptation
Explanation:
In this example, the lateral extensions that developed were meant for thermoregulation.
But these became sufficiently large to support gliding through the air and later on were used for flight.
Thus the structure assumed a function for which it was not meant and its original function shifted to a completely different dimension giving rise to modern insect wings. So we can say that this is an example of Exaptation.
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It would be d. in your conclusion you want to state if your hypothesis was right or wrong and why.