Whatever they are, it feels like they're mostly just teasing us.

[For now at least. Might be part of the reason Cable moves with the most confidence, content to deal with what look to be playful apparitions. He would wait to worry about them when it mattered. Still--]

Pay attention to how often they try to bother you; might be able to time their movements and see if they can be touched. Look for possible solidification without antagonizing them.