I don't think this helps much, but I think the printed lyrics are not quite right. I think she refers to the 'angry angel' as both male and female: the angel is 'he' in the first verse and 'she' in the second verse'. This is clearer in the live version from 2007 recently released on iTunes. In introducing the song she also says she is not going to explain it 'because my mum is in the audience'!
I don't think this helps much, but I think the printed lyrics are not quite right. I think she refers to the 'angry angel' as both male and female: the angel is 'he' in the first verse and 'she' in the second verse'. This is clearer in the live version from 2007 recently released on iTunes. In introducing the song she also says she is not going to explain it 'because my mum is in the audience'!