The Weeping Angels are odd. theyThey aren't all angels. They are actually any statue (as seen with the Cherubs and the statueStatue of libertyLiberty.) My Theory is that it's a sort of virus that affects all the statues, taking the form of a Weeping Angel at first. I would bet it is a creation of the Time Vortex itself. It would explain why no one knows where they are from. Timelords can only gaze into it as an initiation, some go mad, while others burn up while looking in. Seeing as it feeds on time energy, and no one can actually explore it, it might make sense like this.