My strong recommendation is that you use a Mustad 37187 stinger hook. It will allow you to put a lot of material on the shaft and still have plenty of hook gap.
Wing materials for large flies I have discovered which do NOT work: zip lock bag plastic or the like, flashabou, krystal flash, packing plastic foam from electronics (but this works great for hopper wings), foam sheets (although 1.5mm looks great for the first few casts), stiff plastic from hook boxes or water bottles, any vinyl, feathers.
Hair works for short wings (longer wings make the fly into a kite) and monofilament works perfectly for dragon flies.
Which brings us to: what will work?
In the case of a sphinx moth probably the best bet is bucktail knowing in advance that it will be difficult to cast.
Good Luck.