With two minutes to go to halftime, Depu headed in a free-kick by Pedro Bondo to hand Angola the lead.
Depu was back again to complete his brace when he connected a pass from Zini on 63 minutes.
Milson then extinguished any chances of a Bafana Bafana comeback by beating Thakasani Mbanjwa from a free-kick with eight minutes to go.
Palancas Negras won 3-0 and successfully defended the Cosafa Cup.