I'm a bit puzzled how to create lists with Ghostly Undead, I've already played them a few times and I love the Ghost Jailor  but I'm a bit confused on how to best use them. The main reason is that nothing seem to combine well. For example the Mounted Reaper  has Flying but since no other unit as it, if I combine it with any infantry this special rule is lost. Same for the Glaive Stalkers  or Hexed Knights , since no hero has Fast giving them a hero will prevent this special rule from working. Dread Knights  is even worse with their Spectral Mist rule which can't be used if you put a hero in it (I suppose) because no hero has this rule. Ghost Reapers has Sweeping Strikes but no hero has it, and Ghost Revenants have Whirling Death which no hero has.
Am I just understanding the rules wrong? Can I put the Mounted Reaper (which has fast) as the hero for a unit of Dread Knight (which has spectral mist) and now I can both teleport AND move fast with the whole unit? I guess not. When the hero which has Fear joins a unit which has Fear too, am I not just "paying" the points for the special rule twice for no benefit?
As far as I can see there're only a few possible working combinations such as Ancient Banshee with either Banshees or Mourning Banshees on one side and Ancient Wraith with Wraiths. Please correct me.
The ghosts are interesting to play because they're so fragile with all of them having defense 6 without any exception. So you get punished with any mistake, but it's rewarding when you win anyway.
Spectral Mist is weaker than Ambush because with the unit already being deployed at first, not only can you take some damage but you're also more likely not to be able to play first on the next turn. The only thing nice about it is trying to "bait you enemy" in one place then disappear. But it's an expensive distraction. Overall it's usually better to "Rise Again" any other unit.
The Mourning Banshees with howling are great, I like to play it. It requires some strategy because it's short range but when you're in range the number of attacks is great.
Having the Grieving Queen next to a Ghost Jailor would be fantastic if the Rise Again spell allowed to put the unit 12" or more from enemy units but the current wording is that the unit must be placed OVER 12" so not only does it allow the enemy to shoot toward your Ghost Jailor with long range weapons, but then the jailor cannot capture any soul afterward because he has no enemy unit within 12". Probably because the combination would be too strong but it makes it hard to play especially when the ghosts have no artillery (moving artillery with the Rise Again spell would be trollish) and no ambush units (just the weaker spectral mist instead).
Ghost Jailor - Place him in a Ghost Horde or Scythed Ghosts to boost their damage dealing potential. Make it a double unit and he'll be well protected. Mounted Reaper - Supposed to go around alone hunting enemy heroes and artillery or take out small ranged units. Spectral Mist - Definitely there to bait the enemy or do early strikes and re-deploy, plus with the 18" charge range of Fast you can deploy pretty much anywhere to threaten anything.
Most of the Ghostly Undead heroes are meant to go into basic units such as Ghost Hordes, Scythed Ghosts, Ghost Reapers, Banhees, Mourning Banshees and Wraiths. Anyway since this army is being updated in Wave 4 expect there to be a lot of changes.
I missed a good combo that I only found out thanks to you. When you reminded me that Dread Knights have the Fast rule giving them 18" charges, I finally noticed that there's one hero which can have the Fast rule too, the Ghost Knight mounted on Ghost Ram. Together with a doubled unit of Glaive Stalkers, they can fully benefit from fast charges with a total of Impact 11 which is awesome. I don't know how I missed it! It's 300+ points but super fun to play.