The Purgatory Hounds - which originates specifically from Purgatory, consist primarily of a single person's soul transformed. Since Purgatory is midway point, a place of cleansing and test of truth, there is only so much space for the undecided, purposeless deceased, and in saying as much, Purgatory is not forever. Souls eventually find a place of rest. Only select souls are chosen to become Purgatory Hounds as many are assigned different tasks to complete during their cycle of cleansing, taking the shape of a dog; thus the nickname name, Ghost Hound.
True Purgatory Hound are strictly ethereal. They don't require things like food, sleep, sunlight, or general social interactions. They also cannot change shape until returned to purgatory. They are but ghosts. However, sometimes they appear as black dogs to those with clairvoyance.