Peel and quarter the onion into wedges and cut the carrot and celery stalks into several large pieces. Chop each chicken wing into three pieces using a heavy chef's knife or cleaver.
Heat a large heavy pot or, better, a wide Dutch oven over high heat. Add the oil and brown the wing pieces thoroughly. Remove to a plate or bowl.
Place the onion wedges cut-side down in the bottom of the pot and scatter the carrots and celery around. Cook, without moving, until the surface of the onion is dark brown. Then flip and cook the other flat side in the same manner. As the onion is cooking, move the carrots and celery so that they brown as well, but the important thing is browning the onion.
When the second side of the onion is dark brown, add the thyme, sage, and peppercorns and return the chicken to the pot. Deglaze the pot with the red wine, stirring for about 15 seconds and scraping up the browned bits from the bottom of the pot. Add the water and bring to a boil over high heat. Cover tightly, reduce the heat to medium-low, and simmerIf steam starts belching out from under the lid, turn the heat down a bit. for 1 hour.
Kill the heat and let the pot sit, still covered, for 30 minutes. Then strain the stock through a colander set over a tall, medium sauce pot. You should have approximately 5 cups of liquid. Discard the solids as they've given their all.
Bring the strained stock to a boil over high heat yet again, then reduce to medium and simmer for 30 minutes to reduce and concentrate the flavors. After this, you should be left with about 3 cups. Strain through a fine sieve into a fat separator and cool long enough for the fat to settle on top. Then pour off the stock into another container, seal and refrigerate. The stock can be kept chilled for up to 2 weeks or frozen for up to 3 months.