City of Bones
How we cite our quotes:
"'Supposed to be'? You mean angels don't—" (7.58)
We assume Clary is going to say "angels don't exist" before getting cut off by Madame Dorothea. Jace doesn't seem to think they do, even though he might be one (or maybe he just looks heavenly).
[Clary's] favorite was a statuette of the Indian goddess of destruction, Kali, brandishing a sword and a severed head as she danced with head thrown back and her eyes slitted closed. (8.119)
Yeah, these gods and goddesses don't mess around. Smiting with lightning? Pssh. They get their hands dirty—with blood. And these are definitely gods who like to come down to earth and meddle in human affairs.
"We find it useful to inhabit hallowed ground." (9.11)
Useful is different than "critical," or "spiritually beneficial." Maybe the Shadowhunters aren't angels at all, but they think of religion as a convenient ally.