I think the idea of an angled thumb cluster is a great one. I've been wanting to do that for a while now, but it's rather tricky to fabricate something like that. Layered cases wouldn't be feasible, due to consistency issues of bending acrylic, as well as having to adjust for the bending distances across five layers (hard to put into words, but I can't find a better way of putting it at the moment).
However, a 3d printed case of two layers would be ideal for this design. Modifying the 3d files of the existing ergodox could be an option once you decide on the angle you want the thumb cluster to be at, to provide the mounting frame for the switches. From there, you could handwire the switches using the lowly-poly method and reuse the ergodox firmware should you want to avoid having to mess around with it.
The way I see it, the main advantage of an angled thumb cluster would be increased comfort in cases of extreme tenting angles. i.e. I currently tent my ergodox at about 25 degrees - and I find that it's rather okay for the thumb area to be flat, but any higher tenting angles ie. about 45 degrees and up, the thumb cluster just becomes unwieldy. An angled thumb cluster in this case would probably be good.
However, you do have to take note of the change in thumb movement - which you did mention in the original post. A drastic enough change in the angle of the thumb cluster would result a motion somewhat like a mouse with side buttons, or even pressing the start/stop button on a stopwatch. Note, however, in both cases, such a motion is stabilized by having the entire object in the palm of your hand.
It changes the movement of the thumb from a lateral striking motion, into a horizontal pressing motion (this would cause slight horizontal movement of the entire hand in some cases), which could be good or bad depending on how your hands are stabilized while typing, ie. on a wrist rest, or are your arms resting on the arms of a chair.