Spirits could just be the magical echoes that the world produces with excess mana, or something similar-sounding. They're essentially the "soul" of the world itself.

The Umbra could be something that is gradually forming as Crowned-By-Fire goes about becoming the (as you say) Dragon Messiah. As his beliefs change himself, they also change the world around him.

My idea is that I want the clans to become progressively less martial and more mystical as the game wears on. Introducing Shadowdancers (units that flit in and out of the Umbra with ease) is definitely a goal down the line.