Actually, his name is 'Selh'teus', and this is what FF Compendium at
http://www.ffcompendium.com/h/ff11characters.shtml has to say about him (FFXI Spoilers ahead):
Originally a Kuluu child and friend of Nag'molada, he believed that there was a way for Kuluu and Zilart to live in peace. However, the Zilart attempted to open the Gates of Paradise and reach Al'taieu, causing the Meltdown. Selh'teus became the protector of Al'taieu, trying to prevent the Gates from being reopened and the world being returned to its original state. This would cause the death of all living beings, since they are, by nature, imperfect, and would not be able to survive within a perfect, complete world. Absorbing the spreading Emptiness within himself, he was eventually overcome by it and died. However, when Tenzen used the power of Phoenix to stop Bahamut from destroying Vana'diel, the spirit of the avatar revived Selh'teus, granting him a very different physical form (older in appearance, with wings, the red wing symbolizing his union with Phoenix), so that he might continue to perform his task as a protector.
So yeah, he's not really an angel in the strict sense, more like a quasi-summon of sorts. His story also explains why Phoenix will never be a summonable avatar for players in FFXI, sadly.
