"the dead walk, hide while you still can", some creatures become "invisible" after coming. i received the same message, saw the undead, but they disappeared right after. i have lots of cage traps around the map to capture animal to tame/sell/use as coliseum animal. and 1 of the undeads fell onto the trap, so i discovered they haven't left;
but what caught my attention, was that the siege warning disappeared the same time they became "invisible".
and by what i've been reading, sieges are currently hard to get, and depends on the Civilizations(c hotkey to see those you know) around you. you can see all in the embark screen. i currently have 1.2kk wealth sieges happening once a season. but only 2 to 4 units.
but i may be wrong. this is my first world in the v43.
edit: if its a evil or non evil area depends on the most part of the map. if you have a 51% evil 49% good, you will have a blood rain all over the map including the good area. if you have 51% good 49% evil, the rain will be some kind of drink.(i know of this from v37 so it may have changed). all depends not on the ground, but on the most area type.