Okay... working on some concepts here...

Concept 1 is the more ambitious of the two. A former agent of a government-sponsored supernatural investigation force. Went rogue after the task force was dissolved. Is a medium/psychic/what have you, primarily with extrasensory abilities. A spirit detective so to speak. His souvenir from his agency days is a gun that can shoot ghosts and such.

Concept 2: A vampire that was a noble warrior (samurai, knight, etc, haven't decided yet) in life, and tried to maintain their morality despite their rampant bloodlust. Turned their murderous urges and hunger toward criminals and such, becoming a vicious, lethal vigilante. Sort of inspired by Hotline Miami, this guy is all about murdering people in ridiculously brutal ways.