both names work. "Angel" was the name for the ability in Japan while "Cupid" was used for our versions of the game. but for whatever reason, they used the name "Angel" in western versions of Triple Deluxe. o:
they are both real. north italy is the north of the country and south italy is the south of the country. apparently the north and south parts of italy have slightly different cultures and were separated into two parts once upon a time...that's why they are two characters and to answer your question, south italy aka romano is (north) italy's brother. do some research if you want more info (which i don't think you'll do) visual wise, they look almost alike. italy has a curl on the left and has lighter, reddish hair while romano has a curl in the centre and has darker, browner hair.
by the way, i went on a short italy hunt, so i have a few pictures in my fav for ref..