Species: Kirin
Ability: Healing and resurrecting magic (to some extent). Actual resurrection, not Seiga's zombie farm
Occupation: Healer (in the forest)
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Species: Great Tengu (we absolutely need to see one).
Ability: Transforming matter upon touch (like turning wood into steel).
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Species: Devil
Ability: Manipulating Good and Evil, like turning a good man into an asshole and viceversa, or forcing/preventing people in committing sins. I wonder what Shiki would think about this.
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Species: Angel
Ability: Neutralizing any special abilities. She would be a relatively weak character on her own, thus a fight with her would be won by the smartest and most skilled, not by the superpower-lottery winner. Basic traits like a youkai's strength and regeneration would remain, though.
Context: It would be interesting to have someone like this, causing an incident by making nearly everyone on the same level (however, normal humans would still have a very hard time confronting a youkai).
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Species: Demon (boogey-wo-man)
Ability: Manipulating "darkness, shadows and void".
Basically, is what i think Ex-Rumia would be if she was canon (or when she has lived long enough). She would be able to cut/destroy anything by creating void fields/black holes, using shadows to control whatever she wants or instantly teleport to any shadow source (it would mean controlling anything at will, and teleporting anywhere she wants, during the night or in dark places), and become intangible like Suika. Her darkness would not only absorb light, but also any other kind of energy (momentum, heat).
A cape, and a sword capable of capturing the victim's soul and of actually cutting objets by stabbing their shadows would be needed to complete her "too-cool-for-you" appearance.
Generally, i'd like to see more european-based characters, like the four horsemen of Apocalypse, or an actual western witch with more witch-like spells than Marisa's magic (turning people into frogs, love/hate potions, seeing the future, casting curses, and so on), and obviously Gensokyo's version of Jesus and Satan (but maybe they would be too much to have as bosses, one being the son/daughter of an omnipotent god and the other one among its best creations).
Ancient european mythology is cool too.