I think either is okay here. I've heard native speakers using both.
Generally: he looked angrily at her/shouted angrily at her. Here the anger is like an arrow and she is the target. The anger is moving in her direction, hence the word at. We say to look at, or to throw a brick at a car.
With is the standard phrase if it is anger at another person.
He was angry with his children for leaving their toys on the floor, so he shouted angrily at them.
But if you are angry with yourself, you can be internally directing your own anger towards yourself, so here it can be at or with.
You can say, "she felt angry at herself for making such a bad decision.
Although grammatically it is better to say, "she was angry at herself ... - she was directing her feelings of anger towards herself/at herself.
Hope this helps. If you want to delve into prepositions the best resource I know of is the Cambridge Online Dictionary. Look up words like with and at, then look for the advanced uses which are listed in the CEFR levels of B1, B2 and C1.
Particularly, for academic IELTS, I always recommend my students do this for the words at and by because it can help them in task 1 writing.
Kind regards,
IELTS Coach Kate