No confuse if they already know what that unit does, meaning that the Player has played your game a few times and they know advantage of that unit.
You could add transparency to the unit to try to simulate the ethereal effect (I have no idea how to attain the change in lighting that ethereal units have). Just an idea for your concern.
Ah yes totally forgot about this.
But still as he said, it would make Player in a confusion.
If the unit is Ethereal, there will be default message from Warcraft, but still, if you add transparency to the unit, it would indicate that there's something special with that unit.
You can use this function to recolor your unit to banish-like unit;
-
Animation - Change YourUnitVariable vertex coloring to (100.00%, 100.00%, 100.00%) with 50.00% transparency
It's under
Animation - Change Unit Vertex Coloring
A 50% transparency should do it.