I checked my bottle of Frank's Red Hot Sauce just to be sure, but it lists the carb count as 0 grams per teaspoon. I often make Buffalo wings with this sauce (no breading, of course) and really enjoy them. The only caution I would give about eating hot wings at a restaurant is to make sure that they are not breaded and you can always ask if there is sugar in the sauce.
BBQ sauce, on the other hand, is loaded with carbs; many of them at up to 16 grams of carb per Tablespoon mostly coming from corn syrup or sugar.
As long as the hot wings aren't breaded...I'd say enjoy! Hey...Bleu cheese dressing for dipping them in is also legal.