So, I have gotten close to making the Hell Ranger from Marvel. I have a Skeleton Gunslinger with Spellshot and will eventually have him riding a skeleton horse. Is there a way that he can get a "Penance Stare" or for him and his horse to get flame auras?
Maybe look to get the Ifrit versatile heritage, they've got some ancestry feats that let you burn with an aura or appear to be on fire. Tiefling might also be an option.
Penance Stare could be an intimidation check and the feats that help with that.
This guy has made a Ghost Rider build you could take inspiration from: https://bjacobt1.wixsite.com/monstermonday/post/full-build-friday-ghost-rid er