It's... a fae? Yes, a fae. They're spirits from mythologies in Earth, though they also exist in my own. So, it's a class or species. Like a human or Onelthes, or perhaps more accurately a type of human? In this case, a type of Spirit.

But basically, Dullahan is what the Headless Horseman is. the Headless Horseman was a specific one that the stories talked about. Most of them wield their spines as whips, believe it or not.