It seems everyone's death is foreshadowed more than once.

Empty Night

Actually, if you read carefully, Ghost Story, it is clear that Harry wasn't dead, he wasn't a ghost.. His soul was allowed to wander about, which was a huge risk that Uriel was willing to take to teach him a less on, and Mab wasn't, but couldn't fight Uriel on the subject...  Besides if Harry was all dead there wouldn't have been any need for Alfred's I.V., or the parasite's blood circulation job, or Mab doing the lungs or whatever other support she was doing.  It would have been pointless if he were all dead.

Everyone in the series said he was dead, he just had a chance to return, that is all.

And yes if you read ghost story carefully or even not that carefully it is clear what the differences are. The ability to enter a church for example is telling.

But his soul was not wandering around completely naked. He had his spiritual power with him and that could be reduced as happened in the story. That spiritual power is the same stuff ghosts are made of which explains the similarities:

I folded my arms. “What if I dig the ghost routine?”
“You don’t,” Uriel replied. “But even if you did, I would point out to you that your spiritual essence has been all but disintegrated. You would not last long as a shade, nor would you have the strength to aid and protect your loved ones. Should you lose your sanity, you might even become a danger to them—but if that is your desire, I can facilitate it.”

A clear foreshadowing for his later plans. Mark that Harry is talking about the Ghost routine, not the shade routine but you could say that Uriel is correcting him.

Or Shade is just ghost + soul

No, it doesn't.  All Harry was saying is once he decided to be a father, he made arrangements with Mort and Uriel so he could remain as sort of a guardian angel for his daughter, he is neither an angel nor is he a ghost per say.

No but he can stay as a shade just as in ghost story and if Maggie has talent which is almost certainly the case an experienced wizard shade would be of great help. He can live in bonea's skull so it would be one happy family.

Much like sir Stuart for Morty actually.

The implication from Behind in the Ghost Story flashback is that the world, or the space it occupies, was once their domain.

It could be as simple as the Old Ones predate the creation of reality, and the Outsiders are those born afterwards, who are lesser than their predecessors.

It is the human mindset. You can not have a god, devil, titan elder being etc. Without a complete hierarchy from peon to king and emperor.

Also Mab said that it is a spectrum, there is a point where one cannot return, Harry never got to that point.   It wasn't just Bob that said he wasn't a ghost, it was Morty as well, and he should know.

He was not just a ghost, depending how you look at it. Words are not always used that precisely in the books partially because “Shade Story” just does not ring well and partly because as morty said even the ghost/shade itself does not always know. but the similarities are so big that it took Marty quite some time to figure it out if he ever did. His words at the end were not that clear.

Of course by now it is quite clear. A pity we never heard them talking shop after his return.

They maybe having some influence.  Remember the Merlin was surprisingly one of the members that showed up at C.I. in Changes.  He might be the one that actually got Harry's latest death sentence suspended.  I wouldn't be shocked if Christos backed him up, he knew the whole of what Harry did in Chicago along with Martha Liberty who didn't as far as we know suffer any injuries.

How do you know the Merlin was in CI? There was no big ward or something telling. There was loads of speculation but never something solid.

The Walker says that he'd only been in Justine since she got close to Lara, and I don't see a reason to lie there (if it even could, given Harry's abilities over Outsiders).

When does Even Hand take place, again? I thought the events there might be where it happened, but I think it's after Justine gets close to Lara.

Between turncoat and changes according to the Brief Cases short story collection.

Nope, more of a coma. And he wasn't a ghost, he was him, soul and all walking around. Bob even said so in their talk to save Forthill.

We have a dualistic worldview here, there is a material and an immaterial part of you. Your body can be in coma but if your soul and spirit are gone you are dead.

Your body can be in prime health but without the immaterial parts, spirit and soul, it is just dead matter. Mab and demonreach and the parasite were just keeping the body alive but Harry was dead.

Then were was his soul? together with his spirit wandering around on a task for Uriel (ultimately for himself but that is Uriel as we know him)

He was in afterlife. Just not beyond reach.

A ghost is simply a part of your spirit you leave behind when you go on. A shade is you when you refuse to go on and somehow nobody claims you like what happened with Karen. Spirit and soul together. Still free will but dead.

You could say that Harry was a ghost with a soul. It is just not how we usually look at it but it is as logical as a body with or without a soul.

There is a few lines from a beowulf translation I remember:

He saw in the hall,  all huddled together.
The heroes asleep, then laugh in his heart.
The hideous foe, he hoped ere dawn.
To sunder body and soul of each.

That is the worldview. In that worldview when someone is on coma and life support the important question is:

Is his soul still there? If so you keep the life support running, if not you can pull the plug.