I just had one of the strangest of bugs happen to me just now. I was doing a bounty exterminate on the Zariman and after I rushed to finish the mission (it was the 'finish in 6 minutes' one) I went back to kill the void angel I ran past. On the way I noticed that every time I tried to go out as my operator I was immediately forced back into my frame. So I thought: "Well, this is going to be an interesting fight."
I activated the angel anyway, smacked it into the void phase and jumped into the orb hoping that, as it is an operator only phase, it would reset the bug somehow. It didn't. Instead my warframe was teleported into the void. Even better: my weapons could hurt the angel! The first round I was a bit slow and the immunity orbs spawned. But, as I fell out a couple of times the orbs disappeared and I could finish off the angel with my Laetum. Round 2 Laetum's incarnon was activated and it absolutely annihilated the angel before the orbs could spawn. Allowing me to kill the angel.
So yeah, you can kill angels in their ethereal forms in the void with your guns, if your operator/warframe gets bugged. Pretty funny, but not working as intended.
Some details:
I was using Kullervo, equipped with Rauta, Laetum and a Balla zaw doing a tier 2 exterminate steel path bounty on Halako Perimeter.