Too many psychopomps

The world building in Pathfinder and Golarion is retarded at the best of times. One of the many, many stupid things is how death and the afterlife are handed.

Dullahans are fairies, not undead

The dullahan, or headless horseman as others may know it, never appears in the D&D books as far as I know. It does appear in Pathfinder... as an undead servant of the archfiends. I prefer to present them as the fairies they are in Irish folklore. More information below the break. UPDATED 11/13/2018

Banshees are fairy women of the hills

In folklore the banshee was a fairy woman who attached herself to a long-lived family and foretold whenever a member would die. In D&D, this was mangled: now she is the restless shade of a betrayed elf who goes around killing with her voice; they are also known as "groaning spirits."