As to witches and ghosts in William Shakespeare's comedies, there is a character who alludes to himself as a 'shade' (shadow/spectre) in the comedy play 'A Midsummer Night's Dream.' As a season, spring did not exist in Shakespeare's time - only Summer, Autumn and Winter. However, this made the season of summer much longer and the ghostly summer beings would have 'been abroad' for longer. They were called up for fortune and romance divining - and some were mischievous. Puck is such a sprite and has special fairy powers, such as turning things into asses heads or sprinkling fairy dust in the eyes of dreamers. Puck seems to be more ghostly and frightening than Oberon as he is associated with the dark. Oberon states that they are 'spirits of another sort:'
The belief in the supernatural was alive and well during William Shakespeare’s time. You are correct that he often had phantoms and voices that could be heard and not seen in his plays. However, In Macbeth he has Three Witches who have a prominent role on stage. The reality of witchcraft is brought out in the play. The three witches are on the stage. On page 60 in the Signet Classic version of Macbeth (Act 4) the book lists; Enter three witches. The witches appear on stage. The witches represent Macbeth's evil intentions in the play.