The origin of the Yiki Onna vampires is unrevealed.
Yiki Onna vampires slew a Shinto priestess, earning the enmity of her daughter, Michiyo Watanabe.
Michiyo used silver samurai swords and nitrate-dipped darts to destroy Yiki Onna vampires.
Yiki Onna vampires were amongst the many vampires of the world summoned to Castle Dracula in the Carpathian Mountains of Transylvania to protect Dracula during his performance of the Ritual of Ascendance.
While Juito stood alongside Dracula, the Yiki Onna attacked Noah van Helsing's vampire hunters -- Benjamin Alomii, Blade, Enzo Ferrara, Lucas Telling-Stone, Noah van Helsing, and Michiko Watanabe, as well as their ally, Ion -- as they approached Castle Dracula.
Michiyo sensed their approach seconds before they struck down Ion. Michiyo explained their nature to her allies, but a group of them abducted Noah van Helsing and brought him before Dracula. Michiyo sent the rest of her allies to continue their trek while she used her Silver Scythe for it's purpose, sacrificing her own life to destroy the vampire that had slain her mother.
The other Yiki Onna returned to Castle Dracula. As they had slain one of his opponents as well as capturing Noah, Dracula did not destroy Juito.
The Yiki Onna were present as Dracula completed the Ritual of Ascendance, but Aamshed unleashed 6000 souls against Dracula, destroying him and all other nearby vampires.
As vampires, the Yiki Onna consume the blood of humans, and presumably those slain by having their blood drained by the Yiki Onna will become Yiki Onna themselves.
They presumably have superhuman strength.
Rather than turn into mist, the Yiki Onna can become clouds of ice -- razor-sharp shards that slice flesh to ribbons if it chances to pass through them. However, the scent of blood compels them to feed, and when they materialize they are as vulnerable as any other vampire.
The Yiki Onna's vulnerability to sunlight (probably), religious symbols, etc. is unrevealed, as is whether the possess other powers or limitations.