The idea of chastity definitely pops up in the bible, but I don’t remember any actual devices featuring anywhere. Although I guess the book of Revelations did talk about “…an angel coming down out of heaven, having the key to the Abyss and holding in his hand a great chain.” The angel then goes on to use the chain to bind a serpent, so I guess this could be one creative interpretation of that.
The image makes me smile, but I can’t help thinking it’d be better switched around, with a male angel in chastity and a devilish lady in control. I know some people love long term denial and control, but with an angel for a keyholder you could be looking at a thousand years of blue balls.