Preheat an air fryer to 400 degrees F (200 degrees C).
Place eggplant, zucchini, tomato, bell peppers, and onion in a bowl. Add cayenne pepper, basil, oregano, garlic, salt, and pepper. Mix well to distribute everything evenly. Drizzle in oil, wine, and vinegar, mixing to coat all the vegetables.
Pour vegetable mixture into a baking dish and insert it into the basket of the air fryer. Cook for 8 minutes. Stir; cook for another 8 minutes. Stir again and continue cooking until tender, stirring every 5 minutes, 10 to 15 minutes more. Turn off the air fryer, leaving the dish inside. Let rest for 5 minutes before serving.
