WoWDB

Six different quirks of Haunt:

1. If you kill the enemy pet while Haunt is on it (even if the last tick of Haunt itself is the killing blow), your Val'kyr will permanently die as well. (This is a big one - proper Haunt use will need very careful play, especially since Curse of Doom will go off 1 turn before Haunt expires and resurrects your Val'kyr, so CoD cannot be the killing blow.)
2. If your Haunt is blocked/missed/dodged, your Val'kyr will permanently die. (Haunt will not be applied.)
3. The Unborn Val'kyr cannot take damage or healing while it is considered dead.
4. The Unborn Val'kyr CAN have Consume Corpse used on it with no adverse effects, and in fact this will work even with repeated uses (because every Haunt makes a new corpse). This makes the Infected Fawn, Blighthawk, and Stitched Pup pretty good companions for the Unborn Val'kyr.
5. The Unborn Val'kyr retains its buffs and debuffs and their durations do not decrease while the Val'kyr is dead.
6. In testing the ability on my "Immortal" turn (Undead passive), Haunt 'missed' my Unborn Val'kyr, and it died naturally from the Immortal debuff. This does raise the question though as to whether or not you could "hit" the enemy with Haunt but miss yourself... what would happen?