Thank you for the clarification. I do not believe in spooks at all, but I'm interested in why other people do.
Your 'realm without heat', at or near (absolute?) zero is a good definition of space. Space acts as a temperature 'sink' meaning all heat is sucked out into the void. Is that where they are?
A massless 'spirit' would not have any ability to affect or interact with the physical universe, including heat or lack thereof. It would have to be 'made of something' in the sense of particles which have mass in order to do that.
Naturally a spirit cannot 'create energy'. Energy cannot be created or destroyed. It can only change form. (Those pesky laws of thermodynamics!)
So the thrust of all this is: what are you saying a spirit is? What is its nature? What is it made of (it can't possibly be made of matter or energy, which are physical properties)? Why can't we see them all the time if they are real?
A bit more existential: why would a spirit want to hang around with a vast universe to explore? Why do spirits always seem to be departed friends or relatives you knew in life? Why not some random person from 900 years ago?