For anyone wondering the theme, here is my interpretation.
Death is a spiritual force, and aether is a cardinal force. Aether is the fabric of the universe, the medium through which things travel and have being. Many are immortal. What does immortality and death look like? This.
All creatures in this universe have an essence, for example soul catcher generates death quanta based on the spiritual force of death.
Last Gate, to me is a gate of reincarnation. It gives death a physical manifestation. The creature's essence does return to the universe, but instead is brought anew in this form. What are these creatures?
A trace is exactly that, a fragment of the former creature. It can sacrifice itself to augment another creature, merging their physical form and essence.
Ecstasy is complete peace and bliss. It allows the creature to transcend the current world, it is freedom from fighting and suffering, and an end to this elemental struggle. When that creature dies it does not gain physical form again (should not trigger death effects), but is released into the universe as quanta, the energy of the universe.
The nymph is like a goddess helping these creatures to obtain that release, nirvana.
The beings are very fluid and enigmatic, like ghosts. Aether, being the master of dimension and being, allows them to merge with each other and become greater beings. They are shadowy, yet deadly.