That then poses tze question:
We know they've been captured by a group of humans, how are they being held, and how do they get their chance to escape?
My suggestion would be:
Your angel is sensitive to being held in darkness, that's where my demon is strongest, but he can be trapped by a devil's trap (sigil on the ground). If they're held in the same cell or something, he could ask the angel - not knowing her nature yet - to break the sigil on the ground, which would allow him to break free