Cant it just be treated like a Hydra?
Old Blood with Blade of Realities will make short work of it with a LD4.
otherwise lots and lots of posion shots
OR
Put a BSB on an Ancient Steg with the Banner of Eternal Frame - a couple rounds of 4d6 Flaming / Poision attacks followed by d6+1 S6 Flaming impact hits should take quick care of him.
Terrorgheist stat sheet:
Terrorgheist
M6 WS3 BS0 S5 T6 W6 I3 A4 Ld 4
Special Rules: Death Shriek, Fly, Large Target, Regenerate (6+), Terror, Undead
Death Shriek -
A Death Shriek is a special attack that can be used against a single unit in the Shooting phase, even if the Terrorgheist has marched, charged, or is engaged in close combat. This attack has a range of 8" and needs line of sight to its target. If the Terrorgheist is engaged in combat, its Death Shriek may target a unit in base contact.
To resolve a Death Shriek, roll 2D6 and add the number of Wounds the Terrorgheist has left. For example, if a Terrorgheist had taken two wounds earlier in the game, its Death Shriek would equal a total score of 2D6+4. For each point by which this score exceeds the target unit's Leadership, the target suffers 1 wound with no armour saves allowed. A Death Shriek is a magical attack and wounds suffered from it are distributed as if from shooting.
Upgrades -
Infested: When a Terrorgheist with this upgrade is removed as a casualty, all units that were in base contact take 3D6 Strength 2 hits
Rancid Maw: Poisoned attacks (does not include Thunderstomp)