So I found a church area.

[Master Blaster]

Does that mean there are angel type bosses as well? I never made it to the boss I was killed in one of the rooms, but I really liked the music in that place, it was a complete turn around from the places I usually go, it was a bit tricky to find, found a secret passage, touched a chest got transported to a room with an angel statue with a beam of light in the middle of the room, stepped into the light and was transported to the Catheridal 1.

[Wispy]

The Cathedral is part of chapter 5. You unlock the choice to go there once you beat Mom's heart 10 times.

[Master Blaster]

Oh nice, thanks for letting me know, is there any real downside of playing as anyone besides Issac? can I still get achievements and use items with say Azarel?

[Wispy]

No downsides, each character has their own achievements, and progress. Some (like Azazel) have a gimmick to work with. It's just preference but if you want to experience and unlock everything. Play all the characters :)

[1337Walrus]

It's in fact recommended that you play as different characters, it's how you unlock different items. For example, in this Isaac, you get Isaac's Tears by killing the boss of the Catherdal as Isaac, and the Satanic Bible for killing him as Azazel.