Killing intent mastery is something that he had heavily invested on during his time on the void, the next was swordsmanship and illusion crafting, while his soul was being baptized in the void which connects life and death.
His own comprehension capability have also increased, Chaos and Harmony were the ones that have improved greatly throughout their time in the void, with boundless soul essence to absorb, their strength continue to rise.
Actually they are able to threaten Grim in their present state, it seems that their kind doesn't belong to the lower realm, according to Grim, their kind has the same ability as them.
They could guide souls and because they could determine whether that person have committed countless good or bad deeds, they are considered one of the royalties on Underworld.