My tour guide didn't say anything about hauntings, but no one in my group asked, either. Henry Mercer did die in the castle though.
Possible but doubtful, it's just an amazing place to see. Henry Mercer must have been very eccentric!
The guide mentioned if there is any entities there that they were harmless and happy. Henry Mercer did pass in a room in the castle like mentioned above, but he also passed scared that his castle and himself would be forgotten. I went yesterday with my neice and we didn't feel anything of a bad nature. Hope this helps!
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