Your wife took the comment in a negative way, while the woman may not have been trying to insult her. If it is the norm, in that shul, to wear shaitels on Shabbos, then maybe your wife just stuck out like a sore thumb. As far as the kippah, same rules apply. If you are going to a black hat type shul, and you are wearing a leather kippah, don’t be surprised when you get looks, you are insulting them by dressing in such a way. You must respect the rules of the shuls, and community’s you belong to.