Was it called "Neverwhere" with Peter Capaldi as the angel?

Yes it was, and one of the key settings was Battersea Power Station, made famous from the cover of Pink Floyd's Animals LP (for non-Floydians, it came after Wish you were here and before The Wall - approx 1976).

But the series was truly dire, I'm sorry to say. The premise was marginally interesting, but the plotting, dialogue and characterisation were awful. I truly wanted it to be good, so watched much of it, but it just couldn't cope...

cheer

the sunshine warrior