If asked that question, I would answer YES, but they don't have the same physical limitations we four variable spacetime humans have. They are physical though, as shown with things like the hand reaching from their realm into ours as seen in Daniel Chapter five.
Yes, God created the Angels. I do not know ‘what’ they are, however.
My thoughts are they are the “spirit” that resides in every human being (man).
They can become physical, because God wills it - absolutely, as evidenced by Daniel 5, as you put - or in Revelation.
I also believe that is why satan was cast out - he was jealous that God created us (man) and did not give the angels dominion over us.