"...Taking vengeance on those who obey not the gospel..."
No, It is not possible that these could be fallen angels, according to 2 Peter 2:4. Those whom vengeance finds in Thessalonians do not obey the gospel.
Angels have no provision for salvation, mentioned anywhere in scripture, and for that reason, it can also, not be said, that they obey, or have any opportunity to obey the gospel, seeing that they have been reserved in chains, under darkness, against the day of judgment; or, the time appointed, for their judgement.
It should also be noted, that these angels do have, an apprehension of that day, as we see in Mathew 8:29.
(Mat. 8:29) "What do you want with us, Son of God?" they shouted. "Have you come here to torture us before the appointed time?"
(2 Peter 2:4) "For if God spared not the angels that sinned, but cast them down to hell, and delivered them into chains of darkness, to be reserved unto judgment."
One reasonable, argument of opposition; 'How is it then, that they appear to exercise liberty, if they are bound in chains, under darkness; to Hell, reserved unto judgement?'
I see no difficulty, in reconciling what we know from scripture about those fallen angels, with respect to these terms of chains, under darkness, reserved for judgement, or even Hell, as it is stated. For, what do we really know? about any of these concepts, other than what our imaginations frame for them, from concepts that we borrow of our own reality. Or that can be derived from a knowledgeable source. (See Gill, on The Jews below.)
For all we can possibly know, of that 'condition', there may be no exception whatsoever; to the idea that Legion was fully bound, in chains, under darkness; speaking to Jesus, and referring to regions, such as "do not send us out of this country", or "allow us rather, to enter the heard of swine..." At least, it does not trespass, on any of the arguments required, to fully answer this question; in my mind, based on scripture.
Gill's remarks pertaining to this.
and delivered them into chains of darkness: leaving them under the guilt of sin, which is the power of darkness, and in black despair; shutting them up in unbelief, impenitence, and hardness of mind; being holden with the cords of their sins, and in the most dreadful state of bondage and captivity to their lusts, in just judgment on them; and in the most miserable and uncomfortable condition, being driven from the realms of light, deprived of the face and presence of God, in the utmost horror and trembling, and fearful looking for of judgment, and fiery indignation to consume them; and in utter darkness, ...appointed to everlasting wrath and destruction; by which they are consigned and bound over to it, and held fast, that they cannot escape it: (Gill, John, D.D., John Gill's Exposition of the Bible, 1697-1771). Pub (1746-1766), 1816; public domain)." (See (2 Peter 2:4) this commentary.)
And here also, of this; "..to be reserved unto judgment...", as the tradition of the Jews.
The Jews give an account of the dejection, fall, and punishment of the angels, in a manner pretty much like this of Peter's, whom they speak of under different names; so of the serpent that deceived Adam and Eve, whom they call Samael, and because of that sin of his, they say (k) that the Lord
"cast down Samael and his company from the place of their holiness, out of heaven;''
and of Aza and Azael, angels, who, they say, sinned by lusting after the daughters of men, they frequently affirm, that God cast them down from their holiness (l), and that he אפיל לון לתתא, "cast them down below in chains" (m); and that God cast them down from their holiness from above; and when they descended, they were rolled in the air--and he brought them to the mountains of darkness, which are called the mountains of the east, and bound them "in chains" of iron, and the chains were sunk into the midst of the great deep (n): and elsewhere they say (o), that God cast them down from their holy degree, out of heaven--from their holy place out of heaven--and bound them in "chains" of iron, in the mountains of "darkness" (Gill) ref. same.
(k) Sepher Bahir in Zohar in Gen. fol. 27. 3. (l) Zohar in Gen. fol. 25. 3. (m) lb. fol. 32. 3. (n) Midrash Ruth in Zohar in Gen. fol. 45. 1. 2. vid. fol. 77. 3. (o) Zohar in Numb. fol. 84. 1. vid. Tzeror Hammor, fol. 6. 4. & 9. 4. & Raziel, fol. 14. 2. & 18. 2.