First stage: Seraphid
It's a combination of seraph + aphid; seraph with the angelic roots while the aphid part comes from the small type of bug. I think Syraphid or even Psyraphid could work as well, it depends how much we want to emphasize its Psychic typing.
Second stage: Chrystinel
I'm more shaky on this one... the idea behind it is a combination of Chrysalis and Sentinel playing off the idea of the knight. At the moment I think it sounds a little too much like crystal which maybe I can go with, but probably isn't what we want.