Its obvious that all undead, starved, unlife 'immortal bodies' or whatever the hell you want to call them they all have sentience.
Its fairly obvious that the Watcher didn't control every single movment of every single Thrall. eg No 12545154685 lift axe now. No 14543143132465 drop axe now.
The Myrmidions never being dead but 'malnutrioned' from the ineffectivenss of their digestive system. Are sentient and thus run like their alive and use blades to a relative degree of skill. They are alive and retain there souls.
The Shades were dead but judging from the condition of there bodies they were made 'undead' immedietely afterword. thus they are still sentient and can use a sword well and magic and can float. They retain free will but do as they are ordered because they know if they don't they will be severely crushed by their masters.
Anything more dead than a Shade is rather stupid. They can't use weapons to great skill or at all and Move slowly.
The Ghasts are fresh corpses and and are rotting they move nimbly enough because of they only recently died. They are semi-sentient. They are controlled by there master to attack that town and they'll do it but there master won't tell them go kill that villager now. They will attack if attacked.
Wights are mearly aged Ghasts and less nimble but still faster than Thrall. They too are-semi sentient. They will do as told and in whatever way they think best. but if attacked they will fight back unless directly ordered not to.
Thrall may not be aged corpses. For it is said that the bodies in Avons grove not suitable for Thrall were devoured by the ghols. But perhaps this means the bodies in the Graves. Thrall are stupid. They attack when attacked and kill when the enemies in sight and they do what there told. Beyond that there untterly thick. They can only use an axe and move sslloowwllyyyyyyyy.
Soulless are fairly complicated beings. They are legless undead usually all that remains of them is a skeleton. they are the most complicated 'undead' after Shades. they can float and use their javelins to some degree of effectiveness. if the dark magics that dissipate there no longer kept together and they turn into a pile of bones. They will attack when attacked and attack when enemy is sighted.
Undead and Unlife are, in the game, considered the same thing. They were used by bungie as the same thing.
The Watcher never found The dream of unlife. He instead used dark magics to bring pseudo-life to corpses. I suspect the dream of un-life, being a dream and immensly powerful, actually resurects they being that it was used on to their full health. No scraggy corpses but fully living, breathing beings.
-zeph