If he successfully trap you inside a bone prison and you enter the 2nd phase of the battle (while trapped), you will be PERMANENTLY stunned until you are killed. The stun lasted over 20 seconds before he finally kills me. When I got transferred into the realm of Terror (something like that), I was stunned during the cut-scene as well. There was no visible bone prison.
When throwing firebombs as the WD.
You cannot hit any targets that are on any ghostly bridge (Black Soulstone level). I would assume it's the same with any throwing skills that do an arc animation.