I mean, I think Death is what Mother Winter has come to embody. Curiously though, we know that Death is complicated and there are levels.
Mother Winter represents entropy, destruction,
change. Her power is from and used to rebalance things in the universe, she resets things. Her Unravelling is an embodiment of that. It takes Lily statue form and turns it into something that can be vulnerable, and therefore recaptured. Dresden learns of this in Summer Knight - power can be hoarded or changed. Which is all that death really does - here and in the Dresdenverse. It changes something from one state to another.
But if we assume it's a separate being...what manner of being would it be? In the Sandman, Death is part of a group of beings called The Endless. They are gods to some but are really more like foundational forces embodied. They can be killed but not ended, they merely return in another facet. They are by-products of Yahweh (the Presence/God/Almighty)'s approach to Creation, according to Lucifer - and in that series he would know (especially considering at one point he creates his own Creation using the Demiurgic power of his twin brother Michael, something that only Lucifer and God achieve...until Michael's daughter but that's another story). But back to the point, what kind of spirit being would it be? A god? An Angel? I don't think either fit the bill exactly. The other side of God himself?
My guess it's just another name for whatever Mother Winter really is now (not what she was)...perhaps what
Winter itself really is (all the Queens and all their subjects and all that power together).
By the way OP, totally agree that Supernatural's Death (played fantastically by the great Julian Richlings) was brilliant (especially with that haunting "O Death" intro) - at least in Season 5. I stopped watching about season 7 and only watched clips from later seasons but it seemed like they ruined it a bit, and then recast it. There's a show that probably should have stopped much earlier. But I digress.
Depends, which one? The angel of death, the horseman or the actual deity, usually named thanatos?
I confess, I think we've seen multiple layers of death, with the mask of the black staff being one, MW being the primary End Of All Things, and hhwbh being the original knight of death... And then we have Harry, oh Harry...
Good point, lots of different roles associated with Death. Thanatos is merely the Greek deity, there are many others in other religions. The horseman Death is from Christianity, as is the Angel (normally called Azrael but in some versions Samael). We have even encountered
an angel of death in Ghost Story. More of a psychopomp than a representation of the process of change. In fact, what that angel in particular implied is that the process of dying is not done by some supernatural creature (no grim reaper shows up for the moment of transition). Instead it's just a built-in mechanic of the universe, just like ours. The angel (and probably other psychopomps) simply show up to collect/guide/protect a soul on the way to it's final destination - whilst other forces attempt to steal it. And not every soul either clearly, only the most valuable/most defenceless. I wonder if Hell has it's own special collection division.
Bit confused to your second line. HWWBh as the original Knight of Death? Where did you get that?