Hi, while I have left some comments on this wikia for a few months now, this is my first post, so if this theory has already been discussed I apologize.
So from just the pilot and information given in interviews it was implied that Vaggie was a human from Salvador, or at the very least from latin america and died somewhere in 2014 (five years prior to the pilot), but with the info given in the first season I have seen now many question whether this is still canon, and I believe it is.
To begin, we have to go to both the pilots beginning and episode one's beginning. The pilot and the show state that its only sinners (predominately) that exorcists kill, and the excuse for yearly extermination is Hell's sinners are getting overpopulated. Then, at the beginning of episode one we see that Lucifer and Lilith were cast into Hell where they'd become its rulers at a time where there were no sinner demons yet and only hell born and presumably wouldn't be any sinners for another 20+ years. So during this time and before were Exorcist Angels just hanging around heaven with nothing to kill? I don't think so. I think for somewhere between Earth's first hundreds or thousands of years Exorcist Angels did not exist, there only humans, Seraphim, winners, hell born, and sinners, and only when enough human souls had died and been shoved into Pentagram city was an extermination task force proposed.
So where did the Exorcist Angels come from then? At first I thought Adam may have rounded up any Angels with fighting experience, but while that might explain Lute(more on that later) I don't think it explains the rest of the Exorcist Angels as while watching the episode Welcome to Heaven it seems pretty clear Heavens citizens are always polite, are offended by swearing, and are applauded to think about the fact fellow Angels are killing people. This makes me think anyone who has killed someone or been violent, for whatever the reason, ends up in Hell...or at least they used to.
I think sometime before the series begins (whether decades or millennia) when Adam wanted to make his army he wasn't really able to find any Angel willing to fight, let alone kill, so I think he proposed that a new type of soul be sorted when a human dies, the Exorcists. I think morally grey people like soldiers, police, mercenaries, or people who just had to fight and kill to survive when they died where offered a choice, fight for heaven and get to be an Angel, or rot eternally in Hell. So for however long Adam has been recruiting he (or more likely Lute) has been training the new Angels most of the days of the year and then once a year they go down for a killing spree, and because Adam is a creep his army is all women so that he is always surrounded by chicks. This would mean Vaggie was a human who once lived a troubled life on Earth, died in 2014, was offered the choice between Exorcism or Hell and choose Exorcism, trained, fought in 2 or 3 Exterminations before on either the 2nd or 3rd one defecting remaining in Hell.
Now the reason I think Lute was originally a winner is connected to why I think Exorcists aren't fully divine Angels. Throughout the episode Welcome to Heaven we see a lot of background Angels, and props to the animation team because just about every background Angel is unique and different from one another, but you know what we don't see, any Exorcist Angels, only Lute, and when we see the Exorcists in Heaven during the final episodes we see them outside the gates. So I think because they didn't lead sin-free lives they aren't actually allowed into Heaven proper...All except for Lute. I don't pretend to know her story, she was left a little ambiguous season one, but my guess is she is a very early arrival to Heaven, and is one of the only ones with fighting experience who wasn't sinful enough to go to hell.
Finally, if all that I said is true, why was Vaggie allowed to go through the gates in Welcome to Heaven. Well I think a) its because she was Charlie's (who was invited) plus one and therefore allowed through the gates, and b) I don't think Vaggie is actually a fallen Angel, therefore she could physically go through the gate. Lucifer fell and implies to Charlie he is unable to enter Heaven even if he wanted to, and when he and Lilith fall we can see its because higher Angels cast them their and we can see their eyes go from white to red, and presumable this is when Lucifers wings go from white to red as well. This didn't happen to Vaggie, she was cast out from the Exorcists and get left behind in Hell because without her wings she couldn't fly back up, but her eyes don't seem to change colour and when her wings grow back they are silvery and white implying she is still a full Angel and not a demonic fallen Angel like Lucifer.
Anyway those are just thoughts I wanted to get out of my head before any season 2 content is released.
