Hi again David, in classical Latin the reflexive pronoun refers back very strictly to the grammatical subject of the sentence - that is Daedalus. You are exactly right about that! The noun "alis" is the head noun of that phrase, "alis confectis" - but you have to look to the whole sentence, not just the phrase, to find out who the reflexive pronoun refers to. The subject of the sentence is Daedalus, so a se = a Daedalo. That ipso reinforces the connection very nicely: ipso demonstrates that se is masculine singular, not plural (se is very sneaky that way; it can be singular or plural, any gender, but when it is modified by adjectival ipso you get a nice clue about the number and gender). So there is nothing unfortunate about that all, really! It sounds very nice. I think it is the English that is messing you about, since we do not really have a reflexive pronoun in English (that is, a pronoun reserved exclusively for that purpose) as Latin does - so just let the Latin be your guide, and don't let the English distract you.
Your use of volando is great - the gerund is commonly used in Latin, and it is happy to take an ablative complement. You could have even more ablatives if you want: alis a se arte superba manibus cera pennisque confectis - it would get a little silly for stylistic reasons eventually, but grammatically it is fine.