It appears “Angel Beetle” is the name of an album from a Japanese band. Nonetheless, i consider the phrase a challenge as i can visualizes such a thing. I believe such a creature would be in Scarabaeoidea, a superfamily of beetles which includes true scarabs and the stag beetles. Interesting notes to the False Stag Beetle have me imagining that the angel beetle might also be know as the Hotel California beetle as the innocent halo turns into nasty pincers at night….
http://en.wikipedia.org/wiki/Scarabaeiformia
http://en.wikipedia.org/wiki/False_stag_beetle