Hoo boy... Okay here goes.
Proglix - 'wraith' is a general term, like 'elf' or 'insect' would be - Etherwight is the proper term for the creatures. And while I never claimed them to be specific to Settings, I did make a wholehearted attempt at edging them in without being terribly obtrusive. To compare them with 'classic' horrors such as vamps and werewolves is a bit off...
wrathrats - I have no idea if they're undead or what. Would have to ask a Settings guy about those.
And finally, on the creation of Etherwights:
They are sentient beings composed of 'living' shadow, formed by certain coagulations of 'wild magic' (the same stuff that causes glyphs to spontaneously appear). In this regard, they are similar to Krans, albeit without Talad's deliberate influence. Call them accidents of life, if you must.
I spoke with Suno on IRC about the creation of this particular one. To use the term "DNA" is something of a misnomer - Etherwights have no comparable physiology to most organic life. Think of the liquid Terminator from T-2 and you begin to get the idea. But the gist is, the abilities Xathen granted to Nalkorash were also transferred to his child - while the body may be dead, the transferred powers form an ideal focal point for the necessary gathering of magic. Once that reaches a certain threshold (critical mass), a consciousness is formed, and the thing begins learning to exert control over natural shadow/'shadowmass' and gain a physical form. To draw another movie comparison, think of Sandman from the third Spiderman movie. It's not an easy or simple process, which is a big part of why Etherwights are both exceptionally rare and previously found only in the deepest tunnels in the Labyrinth (where little or nothing else would mess with their evolution and disperse them).
I hope that answers all questions sufficiently, but if not, do ask for clarification.