First of all thank you for the very detailed explanation of your experience, that is extremely useful for future design choices :D
To answer your questions:
The sounds are mostly to mess with the player ;-)
Every time you pick up a ghost another one spawns, but the position of the ghosts are random.
The creature never disappears, but when it is not inside the players field of view it will be fed information about your whereabouts randomly, so everytime you lose track of it, it finds a new route to surprise you.
And I will definitely take the rest of your feedback into consideration!