He's an angel to the extent that humanity as a whole is considered the 18th angel (iirc). But he's not an angel in the sense that Kaworu or Ramiel are angels.
Shinji seems to love Kaworu the most. Kaworu's death at the hands of the Dummy Plug system, which used Eva Unit 01 to kill Kaworu when Shinji refused to, caused a major emotional crisis for Shinji.