A Spirit is, first and foremost, an NPC. It can only be present in one place at any given time, and is not omniscient by any means. It can be talked with, negotiated with, fought and even defeated by heroes. Anyone can try and interact with a Spirit, even commoners, though Shamans and Elementalists have far greater chances of getting a good outcome from such interaction. Peasants leave bowls of sweet milk gruel on their homes' floor at night to invite their household Spirit - a Domovoi - to bring them good luck and help them keep their house neat and tidy; farmers leave offerings by the nearby forests' eldest tree so that the Dryad resident in it will bring them good harvests and keep savage beasts away from their children; nobles pay homage to their heroic ancestors to gain their blessing in coming battles; evil villagers might even sacrifice their first-born sons to a mighty dragon in return for good weather and bountiful harvests; and so on.
Many "Spirit" monsters - vampires, dragons, aboleths, beholders and so on - would die once and for all when slain, though slaying them in the first place won't be easy (to say the least). The Spirits of the dead which could be found on the Mortal Realm or close to it are ones who have a reason to linger there instead of going to the Realm of the Dead; "slaying" them would banish them to that Realm, but if they have a good reason to stay near the Mortal Realm (say, revenge, improper burial and so on), they'll return to haunt the Mortal Realm once again unless this reason is taken care of. When you kill a nature spirit, the result depends on its kind; slaying a wholesome nature spirit would cause the area to whither; slaying a corrupt nature spirit might be able to clean its taint from the area.
Spirits have both regular monster powers of their type and thematic Spirit powers - such as influence on weather or harvests in a given area or spells such as Raise Dead or Reincarnation. The more HD a "god" has, the more powerful its abilities. A Domovoi, for example, will have only minor cantrip-level powers helping to keep a household clean and free of vermin; a Dragon would be able to control the weather and find precious metals and so on.
During the Age of Blossom, the great Elemental Engineers created mighty contraptions based on advanced spirit-binding techniques. Essentially, they forcibly trapped elemental spirits/"Gods" in special clockwork receptacles, forcing the spirits to serve for eternity (until the binding is dispelled) as energy-sources for machines. The most common contraption was the Boiler of Endless Steam, where a fire spirit and a water spirit (a Salamander and an Undine) were bound to the same spot, endlessly producing a stream of hot steam and causing unimaginable suffering to both spirits; this allowed for very efficient steam engines without the need for fuel or added water. Of course, the spirits who broke free from such entrapment are typically VERY pissed off at mortals and might become extremely vengeful!
This is the cosmology I have in mind for my campaign world:

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