"Those footsteps belonged to Angelina and the look on her face was _________." The verb I'm aiming for has the definition of shock and angry at the same time. If that makes sense?
'aghast' could mean that, but won't work in that sentence, which is poorly worded to begin with, sorry to say...
Horrified works, if there's some disgust muddled in there. Appalled is similar. "Those footsteps belonged to Angelina, and from the look on her face, she was appalled."
Appaled (as Ion suggested) works, though, honestly, in this case, I think it would be better to actually describe the look on her face, instead of just saying what the emotion is, especially if you're unsure about your word choice.