The Angel of Death is an old idea found in many cultures. It's a comforting idea that we do not cross over to the other side alone, eh?
When the idea of death has come up, the Angels have agreed that you cross over accompanied by your loving guardian, so are never alone.
The idea of an Angel of Death, though, is not simply a companion but actually an angel who calls us to the other side at the appropriate time or even causes the death, as in the story of Moses, when the Angel of Death visited Egypt, taking the first born of the Egyptians and their animals as well.
I don't know what to think, personally. I do know that my aunt would always see what seemed to be a tall man dressed in black before a death in the family. When she saw him, he sort of appeared and seemed to be walking before her, but would fade from view rather than enter a building or car... She thought he was Death, warning her. She was never afraid, either.
When she came to die, nobody saw the man except her. She also, though, saw many departed family members in the weeks immediately preceding her death - and this is, I think, fairly common among terminally ill people.
I take comfort in her peaceful sightings of this apparition, and your relatives' as well. To me, it shows that we are always in heavenly company and are safely guided to the other side.
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Never say never.