Bray is one of the most frustrating characters in WWE because he has the potential to be the Undertaker of the new generation (character-wise), but they're constantly burying him and/or creating inconsistencies with his character.

He's shown supernatural ability in the past, he's "kidnapped" people just for them to return shortly after unscathed and with no added storyline behind it...I can't talk too much about his original character because I wasn't really watching then but The Wyatt Family consisted of him, Erick Rowan (recently injured) and Luke Harper, who you saw return tonight. They were a bit of a cult-like stable with Wyatt in charge. Braun Stroman later joined the group but was drafted to RAW and essentially re-packaged as just a monster heel without the Wyatt gimmick.

There really aren't any answers to the questions you asked about his character. He was a cult leader at first, but they've taken half-steps in so many different (albeit similar) directions with his character that there's no true way to define it at this point. He's basically, like you said, just creepy. He used to have more of a back-woods crazy person look to him, but they sort of gave him a new look recently with the dreads and new ring attire. The Abigail stuff to my knowledge hasn't been explored but people still like to draw conclusions and you'll occasionally see some fantasy booking where an actual Sister Abigail character is introduced, but the chances of that happening are minuscule at best.