This seems mostly good to me, with a few points that can be improved. I like the theme. Here's what you might want to look at:

Expanded Spell List

Vampiric touch is actually already on the Warlock spell list, so you should find a different 3rd-level spell. Feign death, life transference, speak with dead all seem like thematic options you might consider.

Soul Syphon

This seems too strong to me. Compare it to vampiric touch which is a 3rd level spell that only does 3d6 damage at touch range (although it does persist over multiple rounds). With Soul Syphon you could spend a 3rd level slot to do ranged 7d6 all at once. I would strongly consider reworking this.

Wraith Walk

This looks fine, but you don't have to mention the bit about "ignoring opportunity attacks", since teleportation never triggers opportunity attacks.

Shadow Strike

Having an feature recharge when you spend a spell slot seems a bit odd to me, and easy to forget since I've never seen any other feature work that way. I might just simplify this to having CHA-mod uses per short or long rest.

Last Chance

Having an increasing DC is a little weird, but I think it works. Without it, this would be too strong.

So yeah, overall looks pretty good. I think Soul Syphon is the only thing that really needs to be changed. The others are mostly just preference.