I think that the soot are the memories and feelings that were taken from real humans, the "dolls", they are people who had a very horrible past and were almost broken.
They said in last chapter that when a kobiritsuki gathers up even more soot it becomes a ghost, the shadow people could be "ghosts" created by the great ouji-sama with the memories and feelings of the "dolls", and that's why they don't remember anything about themselves, except that they were told to be "created" as dolls.
The ghosts are literally creatures of suffering, even though they laugh at times we had some glimpse that Kate seems to be often in bad mood and sad, and the author could have purposely made them all black to hide Kate's face expressions.