^^^This^^^ I think a video, if someone would do it would help a lot. This is one, if not THE mot innovative/creative builds on the site, who would've thought of playing as a ghost? I think this easily deserves Legendary :)

Hello Snake , thank you very much for the nice words! I'm glad that you like my build , I'll do everything possible to improve it where needed!
Meanwhile, I will answer to your questions:
1 . In combat Malkoran use the ice and he is very powerful , even against dragons. The Shade instead uses all elements . To avoid being attacked by it , you have to remain hidden . The Whirlwind Cloak is used to perform a special move and to have full control over the life and death of Malkoran . It is useful for example to prevent his beheading .
2 . The Vampiric Grip is used to: retrieve the corpse of Malkoran from incredible distances or throw him alive against the enemies, shoot the enemies in the air, and stun the Shade when you no longer need it, to kill it more easily.
3 . The "Do Not Delete" is used in combat to cast Vampiric Grip from a higher position and then inflict more fall damage.
4 . I did not understand what you mean when you say " I'm a little confused as to how Malkoran will become your dead thrall initially ."

He wants to know what you're supposed to do at the beginning of the game with the eventual goal of killing Malkoran and dead thralling him, should we be leveling conjuration, should we be leveling sneak?

And I still don't know how we're supposed to kill the shade, you mentioned stunning, yes, but not killing. 

What difficulty do you recommend,  you mentioned it's possible on legendary, but what difficulty do you think really is the best for this build that's not too easy?

Again, besides confusing bits aforementioned, this is a great build! 

I suggest all of you to play Legendary for four reasons:
1. At any level of difficulty, you can be killed with one shot, so the result does not change.
2. The fall damage ignores the difficulty level.
3. The Dead Thrall and the other summons inflict damage normally, without any penalty.
4. The dead Thrall and the other summons take damage "normally", in fact it seems at Novice difficulty, they die MUCH more easily than Legendary. I'm on PS3 and can't test this things well, but it seems that followers and summons take few damage in higher difficulty levels, in fact Malkoran alone can land a dragon before dying.

If I could make a video about this, I would do it immediately!!!

Yup, you've answered all my questions, I think. Although the The Shade section seems contradictory.  To me it says that if you use vampiric grip on the shade it takes lower damage from all sources, but is 'blocked'(staggered?) permanently (does this include after it's killed and 're-summoned'?, then you say by 'keeping it' with vampiric grip it takes damage normally. I think I know what you mean, but when reading it seems contradictory saying that using vampiric grip makes it take both less damage while staggered and normal damage.

Great update though, I think you manages to answer every question as well as explaining the build and it's aspects better.

A word of warning to all though: Hitting Malkoran with Marked for Death could lead to him taking as much as an extra 540% damage from all sources. This cannot be undone (besides reloading or unless you're on PC). Here are the numbers. Take care with those special moves.