I am still confused as all hell about what Ramsley's intentions really were. It would appear as if he was trying to lift the curse on the mansion, which, if I remember correctly, was keeping all the ghosts from going on to the next life. But as we see after the curse is lifted, Ramsley's next destination was Hell. So why on earth would he want to lift the curse? The only thing I could think of was he didn't know that he was headed to Hell, but I don't know, it still seems kinda outta whack.
As you say, Ramsley probably doesn't know what the 'next life' contains, so he won't know that he's headed straight for Hell. But as well as that, he believed he was doing the right thing by killing Elizabeth, keeping it from Gracey, and then tormenting Evers and killing Sarah. He probably wouldn't put himself down as a bad guy, even though he is transparently evil.
Ramsley was always something of The Chessmaster: he deliberately killed Elizabeth because he didn't approve of a mixed-race marriage and created an elaborate plot to pass her death off as a suicide. On that note, it's possible that the opposite of your guess is correct. He knew that he was doomed to Hell if the curse was lifted, so he deliberately tried to prevent that from happening under the guise of helping (note that he's the one who remarks that Madame Leota predicted Elizabeth's return to the mansion, suggesting that he, and not Gracey, spoke with her). Heck, Ramsley might have even known that Sara wasn't the reincarnation of Elizabeth, and tried to kill her just to keep humans from learning the truth.
Master Gracey tells Sara his story under the claims that it's about his grandfather and he shows Sara Elizabeth's wedding dress and says she never got to wear it. So if Elizabeth died before the wedding and Grandpa Gracey killed himself out of grief, how did Sara not notice the massive Plot Hole in the story - the Gracey she's talking to shouldn't exist because his "grandfather" died without children? Even if she doesn't figure out that the Gracey she's talking to is the same one from the story, she should still realize that something doesn't add up with the family lineage.
She may have thought they had a child before Elizabeth took her own life, and that having a child out of wedlock contributed to her suicide.
Plus, Gracey doesn't say that his grandfather never married—only that his marriage to Elizabeth didn't happen. It's quite possible that Sara simply assumed Gracey's grandfather had chosen another bride (which was a relatively common practice in the nineteenth century: wealthy men pretty much had to be married).
Was Ramsley a demon of some sort? He was able to open a Hell Gate in the fireplace and summon evil spirits by saying "Damn you all to hell!" Not to mention the threat he gave the other two ghosts, saying "there are worse things than purgatory", implying that he had the power to send them to hell too.
I think he was more a ghost that surrendered to the "dark side," as it were. As noted above, he's a pretty evil guy, and by the time he starts making those threats and opens the portal to Hell, that evil side has been exposed. He may have just finally been showing his true colors by invoking evil powers.