In Irish folklore, a female spirit whose wailing warns of impending death (7)

I believe the answer is:

banshee

(Other definitions for banshee that I've seen before include "She predicts death in Ireland" , "Portent of death" , "Irish female spirit who warns of an impending death" , "Death-portending spirit" , "Wailing Irish sprite" .)

I've seen this clue in The Independent.

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