The Banshee Zombie is currently the most deadly zombie in the game. It's quite easy to spot them as they are wearing orange pants and a white straight jacket. In their passive state they are in a sitting position. As soon as you get into their range they scream, This scream has an aoe (Area of Effect) that damages everything around them, attracts other zombies, and slows players. They run quite erratically with their arms pinned in to the jacket they are wearing at first, once enough damage is done to them their arms break free of the jacket binds and start flailing around like crazy. Once their arms break loose they are extremely deadly. It's in any players best interest to avoid this zombie when in a vehicle because she can blow it up with her scream alone. It is also best to not Melee fight this zombie, use a gun or punjis.
Once it is dead you can extract it's blood (H1Z1 type B) to craft a special grenade that screams and lures all other zombies too it then explodes.
In the games current build in order to extract the banshee blood you need to drop your skinning knife and of course have syringes in your inventory. Once you have your Vialof H1Z1/b infected blood you need to head to Kurama and use a "Grossing Station" in order to turn in into the Plasma. Once you have the Plasma and the broken sonic grenades you can discover the recipe for Scream Grenades.