the main thing i do know, imo, from experience, is to realize that the only distinction between our consciousness and those of a 'ghost' persay, is the body. in essence, they are the same type of entity or lifeforce. i would say most paranormal phenomena happen just as much caused by a living person vs deceased. this is because they are often extensions of a person, positive or negative. it may not be from you but it most likely was birthed from someone at some point.
it could be equated to an aspect of consciousness of a person astrally. the projection it is literally a 'devil' is just for a purpose of identification and often people don't want to admit or take responsibility for their evil side, granted some people's dark sides are worse than others etc. demons are produced by people as much as nature has produced it in people. it can be very negative/evil or benign or good. even what is described as demonic can be an extension of a human's nature.
just as life can produce or give birth, so can one produce or give birth to shadow entities itself, often shadow or refuse parts, or some can be innocent or good, even leaving bits of themselves unseen. it will depend upon the person. some of these are called imprints or hauntings of locations. why these are mostly not positive is because these are usually the darkest shadow sides of people that are not expressed openly because they are not acceptable/awful so it can take this form which can be abjectly hideous or so evil to be described as 'demonic'. most hauntings are not positive or because of a positive occurrence because the high level of stress due to a twisted or tragic scenario is often the cause of the unresolved.
so the idea of the 'demon' type apparitions especially, besides general ghosts, is to separate itself from humans when it is produced by people. there are people who literally purge it into the world or sick it onto others, even subconsciously.
the other typical ghost hunting stuff where they film mostly at night etc is for effect as paranormal phenomenon does not care what time of day it is etc. also, small details such as objects flying or claims there was literally blood seeping from walls etc is most likely untrue and just hyped parroting from movies. paranormal phenomena don't usually do things just to spook someone except accidentally or chance encounter.
the more dangerous ones have more of a purpose such as to attach to someone to steal lifeforce, influence you as a vessel to do or act in certain ways or it could be destructive if a negative spirit/ entity etc. the effects tend to be more psychological and emotional, not hyped to do what is in films such as levitate objects etc just for the hell of it. so in that sense ghosts or paranormal phenomena is hyped.
also, i've heard of the typical coldspots but in my experience, it had nothing to do with temperature but more of a magnetic and dense presence, like the air was very thick and heavy itself etc.