WH and Banshee interaction
Solution 1:
This seems like a UI Inconsistency due to the ordering of events.
I believe what is occurring here is that the "marks shown to witchhunter" event occurs before the "banshee reverted back to the dead player" event.
You're seeing the mark because that's where the player you've marked (Remember that all abilities target the player not the identity) was at that time. However they immediately then swapped back into the grave after that event was sent.
If you were to then click on your night action button next to that identity you would actually be checking the real player who is in that identity (not the banshee) as they will have returned from the grave.