All you need to do is give the creature the "GHOST" tag.
You might want to set it to floating, walk through, see through and shoot through, and remove the create blood script in the "on death actions" and set anything else as you like.
The ghost won't look like one in the editor, but it does in GM Mode.
The GM can see the ghost but players or possessed NPCs can't unless they have the spirit vision skill active.
I guess the reason why it loses the ghost tag when duplicated or saved is because of the tag system not being active in GM Mode.
EDIT:
Possessing a ghost created this way will "bug" the ghost making it unselectable except through the encounter menue.
Also a possessed ghost can't see itself making navigation rather tricky.