I just found an article on Tolkien Gateway that is about creatures known as Phantoms.
Phantoms: In the Elder Days, creatures of dreadful shapes, among whom are said to have been phantoms, haunted the Elves, dragging people into the darkness surrounding the borders of the Elven dwellings never to reappear.
In Beleriand, the forest of Taur-nu-Fuin was an infamous locale of phantoms of terror said to strangle or pursue lost wanderers.
Using wizardry, it was possible to summon phantoms of delusion. Sauron, master of shadows and of phantoms, devised a phantom resembling Eilinel to entrap Gorlim. In the late Third Age, Saruman was rumored to also be able to craft such phantoms.
It is also told that disembodied, phantom-like Elf-souls, from Elves who had been slain in the course of some wrong-doing, could maliciously appear before living beings to induce fear, being envious of people still alive.
Beings called phantoms also appear in the poem Oilima Markirya.
In a hastily written manuscript on small slips of paper, entitled Reincarnation of Elves, Tolkien discussed different possibilities of how the houseless fea of an Elf can have a memory so strong that it can in another fea(incarnate) induce a picture of it, so that it seems a phantom form. Such a phantom cannot be touched, but can be walked through.
Based on the etymology of qímari, linguists have suggested that Tolkien intended, in this stage of the legendarium, that a phantom was a awake...but not...living hence a mind or spirit that is incorporeal or disembodied.
In The Mod, Phantoms could have mentions in lore books and they should spawn somewhere, though I don’t know where.