They're spirits of the dead. They dwell in the Spirit World, and are separated from the living world by the Veil between the two worlds. My si-- Morgana tore that veil, and as a result, the Dorocha attacked my citizens. They can be warded off with fire, but not defeated -- only closing the veil can do that.
... So not completely dissimilar to these things. [Since they apparently can't be defeated, either.]