OK, it sounds as if the demonstration was not without its value.
Next session:
Big ugly extraplanar evil appears. "You knew the consequences if you chose to intervene."
They fight. Angel dies. You can narrate their attacks and tell the players you rolled it out earlier.
The bad guy isn't particularly interested in killing the PCs, though after she finishes her target, she'll beat on them for a round each time they attack her. But they do have to succeed in one opposed skill check against an untrained skill of hers for her to go away - maybe Arcana to use the whatsit in the study to banish her. Otherwise they can run.
Then they can either find 50,000gp to raise the Angel, or find a new mommy to save them the next time they fool around with a trap or refuse to retreat when badly injured.
Players can gather from this:
- Events in the campaign have consequences. There are fights they can't win.
- Their actions matter. There are reasons epic characters send PCs on adventures rather than going themselves. If not for their efforts, evil will triumph.
- When players read your notes, you make changes.
A reasonably intelligent level 23+ elite without too many area attacks: a marilith sounds about right.