Ghosts

The things Gray is scared of.
Spiritual existences are numerous and varied in the World of Magecraft, but in this case it refers to ghosts of the dead. Rather than being a “spirit,” it is a lingering energy, possessing a kind of impulse that imitates the personality of the deceased.
The reason Gray is so overly afraid of these Ghosts is that she is particularly susceptible to these impulses, which can greatly influence her own personality.
…in truth, that function was built into her on purpose, so that she might receive the mind of King Arthur.

Lord El-Melloi II Case Files material: Lord El-Melloi II Case Files Glossary