I've heard many interpretations:
Some say he exploded (died). Some other people say Mundus punished him (?) and send him away. Others say that maybe it was the armor that got broken/exploded. Etc.
So, maybe Agnus had found pieces of the 'armor' and created those Angelos?
I thought the same, at first. (Stabbing Dante to awaken his majin form)
But now that I watch it again, V seems serious and.. is he aiming Sparda at Dante's head?
I can't help but think that he's really going to kill him.
Yeah things are getting complicated..