The last ability of Rampage of the Valkyries will trigger whenever any Angel you control dies, not just the one created by the first ability.

As the last ability resolves, if it’s not your turn, the first player to choose a creature they control is the player whose turn it is. If it is your turn, the next player in turn order chooses first. In either case, each other player in turn order then chooses a creature they control, knowing the choices made before their choice. Then all chosen creatures are sacrificed at the same time.