Ahhh I see. (I just didn't know if you had anything more specific or varied when you listed "Psychopomp Physiology" in there.) Flight is a good option though (and hey, wings aren't too far-fetched since Thanatos was very often depicted with bird's wings in statues and pottery), plus or minus "flash stepping" through shadows. And yeah, I think him growing a bit more inhuman over time might be an interesting take on things, and you can start him out with more or less normal physiology at the start, if you need some time to really flesh out the changes you have in mind.

Still, Beeeeaaaast!