Give non-coporeal undeads ability to pass through walls and cold immunity
for example:
Spectres, Wraiths, Ghosts...
All of them should have ability to pass through walls and should have cold immunity.
Currently only ghosts and wraiths can pass through walls (spectres cannot) and all of them are vulnerable to cold.
Also I dont know how coporeal shadows are but IMHO shadows definetly should not fear winter too.