Is religion is the religion aspect in fantasy dangerous?

Well, if you're planning on selling it to a CBA (Christian Book Sellers) publisher, you'll probably have an issue. They can be awfully sticky about dogma. But if outside of that, I can't see any problem.

Besides, unless you explicitly say there is no God, the earthly origin of your angels and demons doesn't imply His lack of existence.

Even the Superman comic did that once, with evil angels and benevolent demons. You won't have villagers storming your gates with pitchforks and torches. ;-)

I can't even remember where I read that article but the concept stuck in my mind... I will have to see if I can dig it up...

Another concept of 'earthly angels' appeared in Storm Constantine's Grigori Trilogy which had a race of men who, because of their great beauty and strange powers, were taken by ancient civilisations as being angels even though they clearly are far from angelic.

I don't think it is insulting. Personally, I generally like when a writer puts a new spin on angels/demons and/or has a unique origin story. It can be enjoyable to read, but that's just my view.