It could be that Esau is Anubis who summons Smokey, from the picture under the temple in Dead is Dead. Smokey doesn't actually assume the form of Dead people, Esau does. I'm not sure where Locke was when Sun was talking to Christian though, I'll have to look that up again. And what the hell happened to Claire. And what was she doing with Christian in that Cabin? Claire has appeared to Kate after she disappeared, so is Claire dead? Or can Esau take the form of living people as well? That can explain why Walt appears in front of people, or are Walt and Claire just special.