The idea that the law was given through angels seems common enough in the first century literature:
Why then the law? It was added because of transgressions, until the offspring should come to whom the promise had been made, and it was put in place through angels by an intermediary.
you who have received the law that was given through angels but have not obeyed it.
For since the message spoken through angels was binding, and every violation and disobedience received its just punishment...
Possibly in Josephus's Antiquities of the Jews XV:163
And for ourselves, we have learned from God the most excellent of our doctrines, and the most holy part of our law, by angels or ambassadors
There is no mention (at least in the translations I checked) of angels in Exodus 19 when the law is given at Sinai. So where does this idea come from? Are there other references to this tradition?