In Abrahamic religions (Judaism, Islam, Christianity, and potentially by relation Zoroastrianism), what do the sources say is the origin of angels?
There is no specific myth of the origin of angels in mainstream Christianity or Judaism, but more apocryphal stuff abounds. The closest you'll get in the Bible proper is Psalm 148, where Yahweh creates angels along with all heavenly things "by his command." It's probably as simple as that - no unusual origin like with man, just say it and it is so. It does, however, establish a very "otherworldly" even "celestial" nature to them, since they're named with the sun, moon, and stars. No terrestrial beings or features are mentioned here.
Jewish Midrashic and Talmudic literature has angels created on the fifth day:
he Talmud and Midrash contain a variety of opinions on the origin and nature of angels. The angels were created on the second or the fifth day of creation (R. Johanan and R. Ḥanina, Gen. R. 1:3 and parall.; S.A. Wertheimer, Battei Midrashot, 1 (19502), 25; cf. also R. Kirchheim in Oẓar Neḥmad, 3 (1860), 59, ed. J. Blumenfeld). Creation of angels is continuous since every pronouncement by God results in the creation of angels. Angels walk upright, speak Hebrew, and are endowed with understanding; they can fly in the air, move from one end of the world to another, and foretell the future (Ḥag. 16a). Thus angels have something in common with both men and demons. They have the shape of man, but consist half of fire and half of water (TJ, RH 2; PdRK, ed. Mandelbaum, 6; Song R. 3:11, 15).
Well, in Christianity,
For by [God] all things were created.(1 Colossians 1:16)
If God created everything, God created angels.
I don't know about Judiasm, or Islam, but one Abrahamic faith should speak for all three.