You should look into the rock opera 'The Devils Carnival'. Its an interesting movie with damned good singing. It follows three souls that (for reasons) are sent to hell. The story of each is related to an Aesop Fable read by the devil, as the dead son of one of the characters listens and his father (a suicide) tries to find him.
The sequel is on its way and will be taking place in heaven, which I think will be presented as being more subversive then hell.
Not that I am aware of. In Zechariah, there are two winged women who appear, but it's not clear if they are angels or not. Some writers say that Angels are sexless but can appear as either sex when they appear on earth. So who knows? (although the women in Zechariah have the wings of unclean birds (unclean to the Hebrews, that is), so they may be demons or fallen angels.