[quote=@Lucius Cypher]
<Snipped quote by Raineh Daze>

While I agree that invisible trains might be a bit much, I must disagree with you about Dullahans not being psychopomps. While being a headless horseman is the general appearance of a dullahan, they do have roots in [url=http://pg4anna.tripod.com/Dullahan.htm]myth[/url][url=https://en.wikipedia.org/wiki/Dullahan]ology[/url] where seeing or interacting with a dullahan is a sign of death, effectively making them sorta like Shinigamis in the sense that you don't see them until you're dead/about to die. 
[/quote]

They're explicitly not psychopomps in that they don't actually escort the dead anywhere. Much like Banshees, they exist to let you know you're gonna die. And also, in their case, blind or kill anyone that happens to see them and shouldn't.