They're a time demon. What is a time demon (it's something I made up lol)? Well, sometimes, when a dead character is "revived" as a ghost, they are revived in a strange way, where they are "stuck in time" from when they died. They also remember their last moments/when they died only as if it was a strange dream and everything else about when they were alive they completely forget. They also sometimes randomly repeat lines randomly from when they were dying, but not know that they said something random after. For Frei, they froze to death, so they have un-meltable ice on their body and are constantly cold. They also sometimes make comments about how cold it is for the random repeated lines. Frei is aware they're undead, but they don't know that they're a time demon and thus have no idea that they died by freezing to death.