You'll have to clear customs / immigration in Luanda. LAD and Lubango (SDD) are the only two international airports in the country.
These three airports all serve the same "area":
FNLB - Lobito
FNBG - Benguela
FNCT - Catumbela
Lobito airport and Benguela airport both take smaller props, not jets. TAAG and SonAir fly 737s into Catumbela, however, which is an airbase.
Angola has been completely rebuilding most of its airports, so I'm not quite sure of the status of Lobito and Benguela, but I know Catumbela remains operational.