Fallen Angels are the fallen celestial beings that are either punished by God or simply lost in Hell. They are Gods first creation before humanity and are beings of good. The 4 angels are all female and are found in certain parts in Hell.
However they are ripped apart from there beauty, and have become veiny woman, with lungs for wings, they differed from skin color and are blind folded.
Fallen Angels are not dangerous but have an oddly terrifying appearance, as shown in the game, angels can give Nimrod insight, giving Nimrod the glimpse of the future, and the feeling of others suffering. It is unclear of what the angels intentions are, but they seem to try to make the Nimrod sympathize with the other fallen souls and damned souls of Hell.