Mixing Angels is tricky but it can be done. There are many theories and obvious things that happen here in RC. Sometime you just have to try things out. People say they will pick at your corals, some dont, some say it will fight and some wont. There are many variables but I think the introduction of the fish and their attitude becomes factor in your case.
In my old 220 i had my Blue face angel as shown in the picture for 2 years. I decided to add an angel from a different family thinking it would not fight since color, shape, and size are totally different. I put a larger french angel in and in 2 days the blueface manage to kill it. Unfortunately there was not much I could do since the tank was filled with rocks. Then the much larger emperor was tried a month later and the blueface did not bother it even though the shape and colors are close.
On my current tank (180) I set it up about a month and a half ago and I wanted to have a much smaller majestic angel that was in my 65 gal reef. I put him in first and 3 days later I added the 2 larger ones now all is well. The emperor will chase them into the rocks every now and then but no torn fins at all.
In addiditon I have a clam, LPS, SPS and softies and so far they have only eaten the Kenya trees.
The point I am getting at is you can probably mix them but try to get them in different sizes and put the smaller in first. I know you are talking about pygmies but the different sizes will allow the smaller angel to scoot into a place a larger one cannot enter. Of course you should have enough rocks for this to happen.
I hope this helps and it's just an opinion.
