What are the odd of having 2 undead horses from Ghulvania as a bounty hunter? 
Anyway, in my head canon, Dread Steed is Dullahan’s mount, so it’s a great additions to the game and my story ideas. Hehe.
Also, It’s interesting that we got Divine enemies!
In my story, I see it as we are playing as the undead, killing the zealots who are trying to stop the invasion. And the divines failed, so Van Kane and the gang has to step in.
And Mercy is definitely a traitor, for helping Valraven, an Undead bird, to escape like that.