Probably one of the most memorable ghosts from the games, but we don't know how she died or what caused her appearance! Does anyone have any theories?
I'm not much help, but this bit of speculation from Yuu's notes jumped out at me:
With regards to the Kuze Shrine, blood seems to represent wounds, perhaps as some kind of special manifestation.
The context is quite different, but maybe the blood isn't indicative of literal, physical wounds but more her despair? Or do you think something more gruesome happened?