In all mythologies, many gods can change shapes, and we have seen many different representations for each god.
They could also simply 'wear' clothing that make them look like having wings on the back or a skull instead of head.
Just look at the margonites. All of them were once human. Some have wings, some tentacles. What are they now? The mists turned them into what they are. Same goes for gods. Things can change.
Kormir was not shiny golden before being imbued with the power of Truth and Secrets.
We know the shapes of avatars summoned at the statues, the Dervish avatar forms, the murals, the statues, other Artwork...
They have 'guidelines' but they do not always look the same.
And you must remember that what people pait is not always whet people really see. Jessu had no halo over his head, that was added by the artists.
We know that the power of a god and the god itself can be separated, and the power of the god can affect the host and change it.
We also know that each god usually takes creatures and change them to be their servants.
Balthazar uses souls of ancient heroes (and not only Human heroes), and they become the Eternals, a kind of Ghosts.
Melandru did the same with the Druids, Spirits that once were humans.
Abaddon did the same with the Margonites, turning those that were once Humans into Demons. And he also uses torment creatures, which are demons created from the Mists.
Grenth uses Reapers, which are Ghosts, but they could have been anything before.
We don't know anything about Lyssa's servants, other than her Avatars the Muse.
And Dwayna uses Angels. We don't know what exactly angels are, or what do they look like, other than the supposition that Avatar of Dwayna could be an angel, since she has wings.
Angels could be like demons, created from or by interaction with the mists. (In many cultures demons are made out of the same thing like angels, just with 'opposite' polarity) but since we have never seen any, we can't tell.
For the latter three, they could have been once humans or not. We don't know enough about them.
What is sure, is that Gods NEVER look like their servants. They may look like the Avatar Forms, like the murals, like the Statues, but not like the servants. The servants are just messengers.
So there's nothing supporting Dwayna being an angel. She could be or could not be an angel. She could just wear wing-like chaos equipment. Or something like the Avatar Froms wears.
Even Kormir could be no longer like her Avatar looks like. Now she's something different. And her old body could have been destroyed, and her memories about it used as a template for her Avatar.
She could even change more once the sealed power of Abaddon is fully released and the real of Torment goes back to its place.
This is something we'll only see in GW2, if we get to see her again.
Another theory of mine supporting that Abaddon was once a human too, is what is found in The Heart of Abaddon: Razah.
When the original Abaddon gained his power, he got connected to the real of Torment, (as we can see parts of his 'body' all over the place, like the tendrils or those bone-like things)
If that were like that, once defeated, his body would collapse and be destroyed, the power released contained in Kormir.
But like there are ashes when a fire is extinguished, there could be 'remnants' of what he once was, and those remnants would be the trigger for Razah's creation. Like when you put a sand grain inside an oyster and a pearl appears there, what was left of Abadon's humanity became the little grain of sand that triggered the gathering of the Mist that formed Razah.
What is sure is that Razah looks like a human because the interaction of the Mists with humans, being it the player, other humans, the original Human Abaddon or the remnants of Abaddon.
What is sure is that Razah is not human, though, he only looks like one.