Great review as always! I only marginally collect PFB as some of their creatures can be used for D&D (or just look cool), but this is probably the first set Wizkids has released that I plan to buy a brick of, as almost every mini in this is something I would want to have. Regarding the "Skeletal Construct", you are right it is not undead, but you would probably be more familiar with its original D&D name, the Necrophidius! Super creepy magical assassin that can paralyze people with a dance and kill with magic venom, and is totally soundless when it moves. Made by putting a Human skull on a Constrictor Snake skeleton. Of course Paizo cannot call it that due to copyrights, so they renamed it.
Onryo is a creature type, yes. They are from an extraplanar species called Psychopomps, who are basically True Neutral outsiders working for the god of death, Pharasma, and tasked with protecting and judging souls and getting them to their proper afterlife. Most of them are based on japanese and south american myths. The big feathery Dragon, the Yamaraj, is also a Psychopomp, the most powerful type.
Fexts are from slavic mythology - sentient undead with a vulnerability to glass weapons. Paizo likes to add new creatures from various mythologies worldwide. Honestly due to all the bandages, I would say this could make for a good Dark Stalker / Darkling.
Beetle Carapace is exactly what it sounds, yeah. Many underground dwelling necromancers, like Drow, created variant Animate Dead spells so they can animate giant insects and arachnids
Btw, several of these minis have glow in the dark paint - Death coach, both Ghosts, the Combusted, I think the Graveknight (Death Knight) too. You can try out by putting them in the light then checking them in a dark room!
Btw, Paizo keeps renaming everything, even creatures that are in the public domain, like Golems. That's why it's "Carrion Construct" or "Flesh Construct" instead of Carrion and Flesh Golems. And yeah, that thing would work nicely as a Mongrelfolk in Ravenloft!