Quote 46
In the grayness of the fading light, it had the sheen and pallor not of flesh so much as of bone itself… (5.24)
Here's another good hint that she might not be exactly an earthy being: her flesh looks more like bone than actual skin.
Quote 47
I had not noticed any particular expression on her ravaged face… (5.24)
When Arthur gets a closer look, he finds that the lady in black doesn't look like a poor suffering victim of disease, after all. In fact, she looks—or feels—downright mean. And possibly crazy.
Quote 48
…The flesh shrank from her bones, the color was drained from her, she looked like a walking skeleton—a living specter. (11.115)
Even in life Jennet Humfrye looks like the living dead. She takes that look with her into the afterlife, where it probably goes over a lot better—at least until she comes back and starts her haunting.