Reaper has 5 different ones that would probably work, and a duplicate of one in a semi-transparent bones form as well. One of them is less useful, but the other four might fit what you want. Just search for banshee
Even more than that. You might do better to search using "ghost female" and "spirit female" for more potential options.
And Games Workshop had at least four equally-nice banshees in their Warhammer range over the years, although they may be expensive and hard to find these days. Oh, and Malifaux has several possibilities as well, from the rather-stabby Bete Noire (two sculpts of her at least) to the Oriental-themed spirits scattered through the Resurrectionist faction.
Really a pretty well-served subject.