From the Wikipedia page on Yōkai
Yōkai (妖怪?, ghost, phantom, strange apparition) are a class of supernatural monsters in Japanese folklore. The word yōkai is made up of the kanji for "bewitching; attractive; calamity" and "apparition; mystery; suspicious". They can also be called ayakashi (妖?), mononoke (物の怪?), or mamono (魔物?). Yōkai range eclectically from the malevolent to the mischievous, or occasionally bring good fortune to those who encounter them. Often they possess animal features (such as the Kappa, which is similar to a turtle, or the Tengu which has wings), other times they can appear mostly human, some look like inanimate objects and others have no discernible shape. Yōkai usually have a spiritual supernatural power, with shapeshifting being one of the most common. Yōkai that have the ability to shapeshift are called obake.
Japanese folklorists and historians use yōkai as "supernatural or unaccountable phenomena to their informants". In the Edo period, many artists, such as Toriyama Sekien, created yōkai inspired by folklore or their own ideas, and in the present, several yōkai created by them (e.g. Kameosa and Amikiri, see below) are wrongly considered as being of legendary origin.
Has a lot of terminology that could, potentially, fit.
Yōkai itself seems to be a English term now for all sorts of "monsters" in Japanese horror cinema, might be a bit broad but still works better than ghost.