I don't know if you've seen the new named Nazgul in WD, Mordor sourcebook, etc., but you might get some interesting ideas from them for your project. For example, if you want wraiths that don't lose will as fast you might want to consider Khamul, the Knight of Umbar, or the Undying. Likewise, both Khamul and the KoU can be deadly in combat if used correctly.

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"Not all those who wander are lost"

"With hope in our hearts, and wings on our heels" - Chariots of Fire

If you want a more combat-esque wraith why not give them another attack and make a 5+ save on losing the will point after a fight. Then make them an extra 20 points or something.