The pleats were really time consuming, I sewed them in place with a machine and then stitched down each individual pleat so that it wouldn't come up. It created a texture just like what I saw in the concept art of Gunner Yuna.
As for the lace, I just bought a light pink lace and a white lace that had a similar shape to the lace in the concept art, layered them on top of each other, and stitched them down.
I was talking about the pleats :] Thank you for answering most cosplayers are so secretive :/ I tried to make pleats for mine but they ended up being too thick to even sew over. May I ask what type of fabric you used?
It's pretty opaque and somewhat thick, but I could easily sew through four layers of it (that's how I made my straps). The pleats were only three layers.
If you have any other questions feel free to ask, I believe that sharing knowledge is not only important, but essential. When I was starting out, this really nice girl helped me by sending me sketches of her patterns and gave me a lot of advice and tips. If she hadn't, I doubt I'd be able to make the costumes I do today.