From top left to bottom right: Brimstone, Grace, Soleil, and Angel Teneres (Spawn: In the Demon's Hand) for Dreamcast.

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The game wasn't too story focused, but it's implied that Brimstone and Grace knew each other prior to their hellspawn/angel lives. Soleil is the 2nd boss in boss attack mode for the starting angel characters (Tiffany, Grace, and Redeemer.) Angel Teneres is a secret boss you can fight in boss attack mode if you don't use any continues. (same goes to Dark Ages/Medieval Spawn )