Annon-Guy: Why does Eddie bind with Zato's shadow and Angra with Milli's hair?
Why, specifically?
Eddie is a reference to the "Zombie" named Eddie who is the mascot of the band Iron Maiden, but in GG's story, there's no specific reason named why he was given the name "Eddie".
Originally he was just a Shadow Organism Parasite bound to Zato's body... if anything Eddie got his name out of his own personal preferences. (Worth noting that Eddie did "die" along with Zato... and Sol even speculates that Zato and Eddie might as well BE a Zombie, considering how many times Sol has nearly killed them...)
Angra is also a reference to the band "Angra", but is also a reference to the Dark Deity Angra Mainyu in Zoroastrianism.
As for Angra's origin... according to GGX, Eddie suggested that Angra is the same or similar to himself as a Kinjuu (Forbidden Beast Parasite), though in actuality both Eddie and Angra are parasites created from lost Gear technology that was created by the Postwar Administration Bureau back during the Crusades.
Angra is most likely named AFTER the Deity because it is considered the "most powerful" of the Six Forbidden Bonding spells (Hi-Deigokutsuipo), even more powerful than Eddie (though Eddie has gotten stronger since resurrecting with Zato).
Angra Mainyu itself is also sometimes known as Ahriman or "the manifestation of Evil Thoughts or Anger itself".
Anger also being a nickname of the band "Rage", which is also a reference to the OTHER band "Meliah Rage" which is what Millia Rage's name originates from.
In story, though, Millia Rage originates from Russia, while Zato originates from Spain, in terms of their nationalities.