| 1) First off, there are no christian references in this anime. This more to with Shinto/Buddhism, or some mix there of. So, no, she is not an angel.
2) Yukito is the decedent of the Ryuuya (the samurai) and Uraha (the friend and servant of Kanna, the blue-haired girl). And, what do you mean by his actions?
3) Kanna and Ryuuya's story is like the prelude. The arc of the series is called the Summer Arc. It goes back 1000 summers and explains some of the gaps and back story of the prior arc, which is called the Dream Arc.
4) Misuzu did die. I believe she, or Haruko, said at the beginning, that the "disease", or something like that, would kill her eventually.
Granted, this is just what I can remember off the top of my head. I suppose I should go back an re-watch the series to get a more definitive answer. Or, can someone else confirm or disprove how I answered?
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